My scenario is based in a paper called "Profitability of the On-Balance
Volume Indicator" by William Wai Him Tsang and Terence Tai Leung Chong

The trading rule examined in this paper is the crossover of OBV and its
simple moving average (OBVMA).

Trading Rule

Buy at day t: n
t t
OBVMA OBV 1 1 - - < and
n
t t
OBVMA OBV >
Sell at day t:
n
t t
OBVMA OBV 1 1 - - > and
n
t t
OBVMA OBV <

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