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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.
45 lines
1.4 KiB
Plaintext
45 lines
1.4 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Intraday Momentum Index (IMI)", "IMI", overlay=false)
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//@function Calculates IMI using intraday price ranges (open vs close)
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//@param period Number of bars used in the calculation
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//@returns IMI value (0-100)
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//@optimized Uses circular buffer for O(1) per-bar complexity
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imi(simple int period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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float gain = 0.0
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float loss = 0.0
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if close > open
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gain := close - open
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else if close < open
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loss := open - close
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var array<float> gain_buffer = array.new_float(period, 0.0)
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var array<float> loss_buffer = array.new_float(period, 0.0)
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var int idx = 0
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var float gain_sum = 0.0
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var float loss_sum = 0.0
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gain_sum -= array.get(gain_buffer, idx)
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loss_sum -= array.get(loss_buffer, idx)
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array.set(gain_buffer, idx, gain)
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array.set(loss_buffer, idx, loss)
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gain_sum += gain
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loss_sum += loss
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idx := (idx + 1) % period
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float total = gain_sum + loss_sum
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float imi_value = total != 0.0 ? 100.0 * gain_sum / total : 50.0
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imi_value
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "Period", minval=1, tooltip="Number of bars used in the calculation")
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// Calculate IMI
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imi_value = imi(i_period)
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// Plot
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plot(imi_value, "IMI", color=color.yellow, linewidth=2)
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