SOBV uses SMA but any smoother from MAFactory could probably be used

[femtotrader]

talipp/talipp/indicators/SOBV.py

Line 44 in ed5e0e1

return sum(self.obv[-self.period:]) / float(self.period)

[femtotrader]

Maybe we could even have something more general (let's call this a smoother) which could take the following parameters:

• period of moving average
• kind of moving average
• indicator class to smooth

whom role is to "smooth" values of an indicator

SOBV will be defined like so (for example)

SOBV = Smoother(OBV, 20, ma_type=MAType.SMA)

and could be used like so

ind = SOBV()  # or SOBV(*obv_args, **obv_kwargs)

Smoothing indicators which have several values will need to pass a value extractor

[femtotrader]

#147

implements such an idea... but with a slightly different API idea

We have now in this PR

SOBV = IndicatorFactory.get_smoother(OBV, MAType.SMA)
indicator = SOBV(20)

Smoother and MAFactory seems to be very close concepts but Smoother contains an internal indicator whom output values are smoothed while MAFactory just return a moving average indicator set for a given period.

[nardew]

Hi @femtotrader , first, sorry for not following up on all the discussions you opened. It's very appreciated but currently I cannot allocate time for this project. I will return to them as soon as possible.

Regarding a generic smoother, we can instantiate any MA object directly and pass another indicator into it via indicator chaining like bellow:

sma1 = SMA(3)
sma2 = SMA(3, input_indicator = sma1)

This way you can smooth anything via any MA without need for any new object. Does it fit what you are proposing?

[femtotrader]

Hi @nardew ,

We all have life outside GH! no problem.

My idea was to create SOBV class from OBV class and a moving average class... without setting period neither instantiating the classes.
So we can create appropriate classes and only instantiate them as needed.

Kind regards

[nardew]

The desired outcome can be achieved via indicator chaining, therefore I will close this as reasonable alternative exists.