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Description
Implement the On-Balance Volume (OBV) trading strategy using the existing volume.Obv indicator.
Location: strategy/volume/obv_strategy.go
Strategy Rules:
- Buy Action: OBV crosses above its 10-period SMA (Simple Moving Average).
- Sell Action: OBV crosses below its 10-period SMA.
- Hold Action: Otherwise.
Implementation Details:
- Follow the
strategy.Strategyinterface. - Use
volume.NewObv()andtrend.NewSmaWithPeriod(10)to calculate signals. - Provide unit tests with historical data in
strategy/volume/testdata/obv_strategy.csv. - Ensure 100% test coverage.
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