mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 16:25:16 +00:00
75 lines
1.9 KiB
Go
75 lines
1.9 KiB
Go
package indicator
|
|
|
|
import (
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
// Refer: Ease of Movement
|
|
// Refer URL: https://www.investopedia.com/terms/e/easeofmovement.asp
|
|
// The Ease of Movement (EOM) is a technical analysis indicator that is used to measure the relationship between the volume of a security
|
|
// and its price movement. It is calculated by dividing the difference between the high and low prices of the security by the total
|
|
// volume of the security over a specified period of time, and then multiplying the result by a constant factor. This resulting value is
|
|
// then plotted on the price chart as a line, which can be used to make predictions about future price movements. The EOM is typically
|
|
// used to identify periods of high or low trading activity, and can be used to confirm other technical analysis signals.
|
|
|
|
//go:generate callbackgen -type EMV
|
|
type EMV struct {
|
|
types.SeriesBase
|
|
types.IntervalWindow
|
|
|
|
prevH float64
|
|
prevL float64
|
|
Values *SMA
|
|
EMVScale float64
|
|
|
|
UpdateCallbacks []func(value float64)
|
|
}
|
|
|
|
const DefaultEMVScale float64 = 100000000.
|
|
|
|
func (inc *EMV) Update(high, low, vol float64) {
|
|
if inc.EMVScale == 0 {
|
|
inc.EMVScale = DefaultEMVScale
|
|
}
|
|
|
|
if inc.prevH == 0 || inc.Values == nil {
|
|
inc.SeriesBase.Series = inc
|
|
inc.prevH = high
|
|
inc.prevL = low
|
|
inc.Values = &SMA{IntervalWindow: inc.IntervalWindow}
|
|
return
|
|
}
|
|
|
|
distanceMoved := (high+low)/2. - (inc.prevH+inc.prevL)/2.
|
|
boxRatio := vol / inc.EMVScale / (high - low)
|
|
result := distanceMoved / boxRatio
|
|
inc.prevH = high
|
|
inc.prevL = low
|
|
inc.Values.Update(result)
|
|
}
|
|
|
|
func (inc *EMV) Last(i int) float64 {
|
|
if inc.Values == nil {
|
|
return 0
|
|
}
|
|
|
|
return inc.Values.Last(i)
|
|
}
|
|
|
|
func (inc *EMV) Index(i int) float64 {
|
|
return inc.Last(i)
|
|
}
|
|
|
|
func (inc *EMV) Length() int {
|
|
if inc.Values == nil {
|
|
return 0
|
|
}
|
|
return inc.Values.Length()
|
|
}
|
|
|
|
var _ types.SeriesExtend = &EMV{}
|
|
|
|
func (inc *EMV) PushK(k types.KLine) {
|
|
inc.Update(k.High.Float64(), k.Low.Float64(), k.Volume.Float64())
|
|
}
|