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...
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
-
period The period over which to perform to computation scale The 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
-
name The name of this indicator period The period over which to perform to computation scale The size of the number outputed by EMV
Definition at line 60 of file EaseOfMovementValue.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value for this indicator from the given state.
- Parameters
-
input The 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:
- Indicators/EaseOfMovementValue.cs
