qbtrade/pkg/indicator/emv.go

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2024-06-27 14:42:38 +00:00
package indicator
import (
"git.qtrade.icu/lychiyu/qbtrade/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())
}