//@version=4
study("OBV", overlay=true)

// Input variables
inpPrice = input(title="Price", type=input.source, defval=close)
FilterType = input(title="Filter Type", type=input.string, options=["Value", "Price", "All"], defval="Value")
inpFilPeriod = input(title="Filter Period", type=input.integer, defval=0)
inpFilSize = input(title="Filter Size", type=input.float, defval=2)

// Function to calculate filtered value
fchange(src, i) => abs(src[i] - src[i-1]) / src[i-1] * 100


fachange(src, period) =>
    sum = 0.0
    for i = 1 to period
        sum := sum + abs(src - src[i])
    sum / period

iFilter(tprice, filter, period, instanceNo) =>
    if filter <= 0 or period <= 0
        tprice
    else
        change = fchange(tprice, 0)
        achang = fachange(tprice, period)
        for i = 1 to period
            change := change + fchange(tprice, i)
            achang := achang + fachange(tprice[i], period)
        achang := achang / period
        stddev = 0.0
        for i = 0 to period - 1
            stddev := stddev + pow(fchange(tprice, i) - achang, 2)
        stddev := sqrt(stddev / period)
        filtev = filter * stddev
        if abs(change) < filtev
            tprice[1]
        else
            tprice
// Calculate OBV values
obv_raw = cum(close > close[1] ? volume : close < close[1] ? -volume : 0)
obv_filt = iFilter(obv_raw, FilterType == "Price" or FilterType == "All" ? inpFilSize : 0, inpFilPeriod, 0)

// Plot OBV values
plot(obv_filt, title="OBV", color=color.blue, linewidth=2, style=plot.style_line)