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QuantConnect.Indicators.EaseOfMovementValue Class Reference

This indicator computes the n-period Ease of Movement Value using the following: MID = (high_1 + low_1)/2 - (high_0 + low_0)/2 RATIO = (currentVolume/10000) / (high_1 - low_1) EMV = MID/RATIO _SMA = n-period of EMV Returns _SMA Source: https://www.investopedia.com/terms/e/easeofmovement.asp More...

Inheritance diagram for QuantConnect.Indicators.EaseOfMovementValue:
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Public Member Functions

 EaseOfMovementValue (int period=1, int scale=10000)
 Initializeds a new instance of the EaseOfMovement class using the specufued period More...
 
 EaseOfMovementValue (string name, int period, int scale)
 Creates a new EaseOfMovement indicator with the specified period More...
 
override void Reset ()
 Resets this indicator to its initial state More...
 

Public Attributes

override bool IsReady => _sma.IsReady
 Gets a flag indicating when this indicator is ready and fully initialized More...
 
int WarmUpPeriod => _sma.WarmUpPeriod
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 

Protected Member Functions

override decimal ComputeNextValue (TradeBar input)
 Computes the next value for this indicator from the given state. More...
 
- Protected Member Functions inherited from QuantConnect.Indicators.TradeBarIndicator
 TradeBarIndicator (string name)
 Creates a new TradeBarIndicator with the specified name More...
 

Additional Inherited Members

- Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider
int WarmUpPeriod [get]
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 

Detailed Description

This indicator computes the n-period Ease of Movement Value using the following: MID = (high_1 + low_1)/2 - (high_0 + low_0)/2 RATIO = (currentVolume/10000) / (high_1 - low_1) EMV = MID/RATIO _SMA = n-period of EMV Returns _SMA Source: https://www.investopedia.com/terms/e/easeofmovement.asp

Definition at line 28 of file EaseOfMovementValue.cs.

Constructor & Destructor Documentation

◆ EaseOfMovementValue() [1/2]

QuantConnect.Indicators.EaseOfMovementValue.EaseOfMovementValue ( int  period = 1,
int  scale = 10000 
)

Initializeds a new instance of the EaseOfMovement class using the specufued period

Parameters
periodThe period over which to perform to computation
scaleThe size of the number outputed by EMV

Definition at line 50 of file EaseOfMovementValue.cs.

◆ EaseOfMovementValue() [2/2]

QuantConnect.Indicators.EaseOfMovementValue.EaseOfMovementValue ( string  name,
int  period,
int  scale 
)

Creates a new EaseOfMovement indicator with the specified period

Parameters
nameThe name of this indicator
periodThe period over which to perform to computation
scaleThe size of the number outputed by EMV

Definition at line 60 of file EaseOfMovementValue.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.EaseOfMovementValue.ComputeNextValue ( TradeBar  input)
protected

Computes the next value for this indicator from the given state.

Parameters
inputThe input value to this indicator on this time step
Returns
A a value for this indicator

Definition at line 72 of file EaseOfMovementValue.cs.

◆ Reset()

override void QuantConnect.Indicators.EaseOfMovementValue.Reset ( )

Resets this indicator to its initial state

Definition at line 100 of file EaseOfMovementValue.cs.

Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.EaseOfMovementValue.IsReady => _sma.IsReady

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 38 of file EaseOfMovementValue.cs.

◆ WarmUpPeriod

int QuantConnect.Indicators.EaseOfMovementValue.WarmUpPeriod => _sma.WarmUpPeriod

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 43 of file EaseOfMovementValue.cs.


The documentation for this class was generated from the following file: