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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
44 lines
1.5 KiB
Plaintext
44 lines
1.5 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Ease of Movement (EOM)", "EOM", overlay=false)
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//@function Calculate Ease of Movement Volume
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//@param i_length integer Length for box ratio calculation
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//@param i_smoothing integer Smoothing length for EOM
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//@returns float Ease of Movement value
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//@optimized for performance and dirty data
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eom(i_smoothing, i_vol_scale, i_high=high, i_low=low, i_volume=volume) =>
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var float oldMidPoint = na
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midPoint = (i_high + i_low) * 0.5
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midPointChange = midPoint - nz(oldMidPoint, midPoint)
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oldMidPoint := midPoint
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priceRange = i_high - i_low
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boxRatio = priceRange > 0 and i_volume > 0 ? (i_volume / i_vol_scale) / priceRange : na
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rawEom = not na(boxRatio) and boxRatio != 0 ? midPointChange / boxRatio : 0.0
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var array<float> buffer = array.new_float(i_smoothing, 0.0)
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var int head = 0
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var float sum = 0.0
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float oldest = array.get(buffer, head)
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if bar_index >= i_smoothing
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sum -= oldest
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currentValue = nz(rawEom)
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sum += currentValue
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array.set(buffer, head, currentValue)
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head := (head + 1) % i_smoothing
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average = bar_index < i_smoothing ? sum / (bar_index + 1) : sum / i_smoothing
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average
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// ---------- Main loop ----------
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// Inputs
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i_length = input.int(14, "Period", minval=1)
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i_smoothing = input.int(14, "Smoothing", minval=1)
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// Calculation
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eomValue = eom(i_length, i_smoothing)
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// Plot
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plot(eomValue, "EOM", color=color.yellow, linewidth=2)
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