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Yes, the function does not consider cases when the price is flat. The solution is very simple. Look at the OBV2 function below. The series from OBV and OBV2 are highly correlated, but the strict definition would be higher (smaller) depending on the market evolution. In the QQQ case that difference is about 50% 1. You could find the maintainer here: ...


Depending on how you are processing the data it might be cheaper to create a simple web app and run this on Amazon or Google Web services. You get charged in ยข per hour that way and can focus on improving the logic of your algorithms etc. Rather than upgrading your hardware. This way you have a speedy connection even a few milliseconds in delay can cost you ...

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