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72 lines
1.3 KiB
Go
72 lines
1.3 KiB
Go
package indicator
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import (
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"github.com/c9s/bbgo/pkg/types"
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)
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// Refer: Ease of Movement
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// Refer URL: https://www.investopedia.com/terms/e/easeofmovement.asp
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//go:generate callbackgen -type EMV
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type EMV struct {
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types.SeriesBase
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types.IntervalWindow
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prevH float64
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prevL float64
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Values *SMA
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EMVScale float64
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UpdateCallbacks []func(value float64)
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}
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const DefaultEMVScale float64 = 100000000.
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func (inc *EMV) Update(high, low, vol float64) {
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if inc.EMVScale == 0 {
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inc.EMVScale = DefaultEMVScale
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}
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if inc.prevH == 0 || inc.Values == nil {
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inc.SeriesBase.Series = inc
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inc.prevH = high
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inc.prevL = low
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inc.Values = &SMA{IntervalWindow: inc.IntervalWindow}
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return
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}
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distanceMoved := (high+low)/2. - (inc.prevH+inc.prevL)/2.
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boxRatio := vol / inc.EMVScale / (high - low)
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result := distanceMoved / boxRatio
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inc.prevH = high
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inc.prevL = low
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inc.Values.Update(result)
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}
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func (inc *EMV) Index(i int) float64 {
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if inc.Values == nil {
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return 0
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}
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return inc.Values.Index(i)
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}
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func (inc *EMV) Last() float64 {
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if inc.Values == nil {
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return 0
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}
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return inc.Values.Last()
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}
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func (inc *EMV) Length() int {
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if inc.Values == nil {
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return 0
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}
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return inc.Values.Length()
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}
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var _ types.SeriesExtend = &EMV{}
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func (inc *EMV) PushK(k types.KLine) {
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inc.Update(k.High.Float64(), k.Low.Float64(), k.Volume.Float64())
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}
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