SQL Function for On Balance Volume (Financial Query)

Posted by CraigJSte on Stack Overflow See other posts from Stack Overflow or by CraigJSte
Published on 2010-05-15T20:34:41Z Indexed on 2010/05/15 20:44 UTC
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I would like to create a function for On Balance Volume (SQL Function). This is too complex of a calculation for met to figure out but here is the outline of the User Defined Table Function. If someone could help me to fill in the blanks I would appreciate it. Craig

   CREATE FUNCTION [dbo].[GetStdDev3] (@TKR VARCHAR(10))
   RETURNS @results TABLE (
    dayno   SMALLINT IDENTITY(1,1) PRIMARY KEY
    , [date]  DATETIME
    , [obv] FLOAT
    )
    AS BEGIN

    DECLARE @rowcount SMALLINT
     INSERT @results ([date], [obv])

// CREATE A FUNCTION FOR ON BALANCE VOLUME // On Balance Volume is the Summ of Volume for Total Periods // OBV = 1000 at Period = 0 // OBV = OBV Previous + Previous Volume if Close > Previous Close // OBV = OBV Previous - Previous Volume if Close < Previous Close // OBV = OBV Previous if Close = Previous Close

// The actual Value of OBV is not important so to keep the ratio low we reduce the // Total Value of Tickers by 1/10th or 1/100th // For Value of Volume = Volume * .01 if Volume < 999 // For Value of Volume = Volume * .001 If Volume >= 999

    FROM Tickers

   RETURN

    END

This is the Tickers table

 [dbo].[Tickers](
 [ticker] [varchar](10) NULL,
 [date] [datetime] NULL,
 [high] [float] NULL,
 [low] [float] NULL,
 [open] [float] NULL,
 [close] [float] NULL,
 [volume] [float] NULL,
 [time] [datetime] NULL,
 [change] [float] NULL
 ) 

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