Strategies / S20
OBV Trend
Long while On-Balance Volume is above its own average.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1d | +48.0% | +602% | 0.36 | -73.0% | 23.9% | 3,814 |
| Stocks, 1d | +800% | +28K% | 0.70 | -44.6% | 36.9% | 4,894 |
| Commodities, 1d | +178% | +1,833% | 0.35 | -48.9% | 31.1% | 1,613 |
| Indices, 1d | +56.0% | +878% | 0.23 | -44.8% | 34.4% | 2,781 |
The exact rule
- Go long when OBV crosses above EMA(20).
- Exit the long when OBV crosses below EMA(20).
- Declared timeframe: 1d.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
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Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
Momentum 90Absolute momentum: long while the last three months are positive.Momentum 10Long while price is above where it was ten bars ago.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.