OBV指标交易策略(累积能量潮与移动能量潮，成交量多空比率净额及相关应用原则)

以东方雨虹为例，计算OBV。Python代码如下：

import matplotlib.pyplot as plt

difClose = df.Close.diff()

difClose[0] = 0

OBV = (((difClose >= 0)*2-1)*Volume).cumsum()

OBV = OBV.dropna()

OBV.name = ‘OBV’

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)1.2 移动型OBV

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移动型OBV是由累积OBV进行简单移动平均得到，一般选择9日或者12日为时间跨度，移动型OBV的计算公式为：

s m O B V t = O B V t + O B V t − 1 + ⋅ ⋅ ⋅ + O B V T − 8 9 , t = 9 , 10 , ⋅ ⋅ ⋅ \displaystyle smOBV_t = \frac{OBV_t+OBV_{t-1}+ ··· +OBV_{T-8}}{9}, t=9,10,··· smOBVt​=9OBVt​+OBVt−1​+⋅⋅⋅+OBVT−8​​,t=9,10,⋅⋅⋅

用python计算东方雨虹移动型OBV

定义简单移动平均函数

def smaCal(tsPrice, k):

import pandas as pd

Sma = pd.Series(0.0, index=tsPrice.index)

for i in range(k-1, le