mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
46 lines
1.6 KiB
Plaintext
46 lines
1.6 KiB
Plaintext
// The MIT License (MIT)
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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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if i_smoothing < 1 or i_vol_scale <= 0
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runtime.error("Smoothing or Volume scale out or range")
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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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