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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: ...


I think wiki calculated upon new way and your excel calculated upon Wilder way (Wilder book). I have same issue when use both method. Look like new Metastock 5 software offer both method.


I answered @Anilca's question in SO (and the answer was accepted) I summarize my answer with the working solution: public class Aroon : IndicatorCalculatorBase { public override List<OhlcSample> OhlcList { get; set; } private readonly int _period; public int Period { get { return _period; } } public Aroon(int ...


AROON Indicator is a built-in function in TA-lib, you should try it first rather than implement it yourself.

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