MTF for an Internal Function

[Clata54]

Does anyone know how to make this Multi Time Frame? I am somewhat familiar with how to do it in reference to price (i.e. input agg = AggregationPeriod.FIFTEEN_MIN ; def close = close(period = agg)

But I don't know how to do it for something like this where it is referencing an internal function - in this case OnBalanceVolume ()

input longLength = 25;
input shortLength = 13;
input signalLength = 8;
input averageType = AverageType.EXPONENTIAL;

def ZeroLine = 0;

##### OBV #####

def diff_OBV = OnBalanceVolume() - OnBalanceVolume()[1];
def doubleSmoothedAbsDiff_OBV = MovingAverage(averageType, MovingAverage(averageType, AbsValue(diff_OBV), longLength), shortLength);

def TSI_OBV;
def Signal_OBV;

TSI_OBV = if doubleSmoothedAbsDiff_OBV == 0 then 0
else 100 * (MovingAverage(averageType, MovingAverage(averageType, diff_OBV, longLength), shortLength)) / doubleSmoothedAbsDiff_OBV;
Signal_OBV = MovingAverage(averageType, TSI_OBV, signalLength);

 

[SleepyZ]

Does anyone know how to make this Multi Time Frame? I am somewhat familiar with how to do it in reference to price (i.e. input agg = AggregationPeriod.FIFTEEN_MIN ; def close = close(period = agg)

But I don't know how to do it for something like this where it is referencing an internal function - in this case OnBalanceVolume ()

input longLength = 25;
input shortLength = 13;
input signalLength = 8;
input averageType = AverageType.EXPONENTIAL;

def ZeroLine = 0;

##### OBV #####

def diff_OBV = OnBalanceVolume() - OnBalanceVolume()[1];
def doubleSmoothedAbsDiff_OBV = MovingAverage(averageType, MovingAverage(averageType, AbsValue(diff_OBV), longLength), shortLength);

def TSI_OBV;
def Signal_OBV;

TSI_OBV = if doubleSmoothedAbsDiff_OBV == 0 then 0
else 100 * (MovingAverage(averageType, MovingAverage(averageType, diff_OBV, longLength), shortLength)) / doubleSmoothedAbsDiff_OBV;
Signal_OBV = MovingAverage(averageType, TSI_OBV, signalLength);

To make this indicators MTF, go to the basic code for the indicator and find the price portions that can be made MTF. In this case, make these adjustments

input agg = AggregationPeriod.FIFTEEN_MIN;

##### OBV #####
def OBV = TotalSum(Sign(close(period = agg) - close(period = agg)[1]) * volume(period = agg));
def diff_OBV = OBV - OBV[1];