Function Prototype
/* Ease of Movement */
/* Type: indicator */
/* Input arrays: 3 Options: 0 Output arrays: 1 */
/* Inputs: high, low, volume */
/* Options: none */
/* Outputs: emv */
int ti_emv_start(TI_REAL const *options);
int ti_emv(int size,
TI_REAL const *const *inputs,
TI_REAL const *options,
TI_REAL *const *outputs);Description
This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.
The Ease of Movement compares volume and price change.
It is calculated for each bar as follows:
$$hl_{t} = \frac{high_{t} + low_{t}}{2}$$
$$br_{t} = \frac{volume_{t} \cdot 0.0001}{high_{t} - low_{t}}$$
$$emv_{t} = \frac{hl_{t} - hl_{t-1}}{br_{t}}$$
See Also
References
Example Usage
Calling From C
/* Example usage of Ease of Movement */
/* Assuming that 'high', 'low', and 'volume' are pre-loaded arrays of size 'in_size'. */
TI_REAL *inputs[] = {high, low, volume};
TI_REAL options[] = {}; /* No options */
TI_REAL *outputs[1]; /* emv */
/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_emv_start(options);
/* Allocate memory for output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* emv */
/* Run the actual calculation. */
const int ret = ti_emv(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);
Calling From Lua (with Tulip Chart bindings)
-- Example usage of Ease of Movement
emv = ti.emv(high, low, volume)
Example Calculation
| date | high | low | volume | emv |
|---|---|---|---|---|
| 2005-11-01 | 82.15 | 81.29 | 5,653,100.00 | |
| 2005-11-02 | 81.89 | 80.64 | 6,447,400.00 | 0.00 |
| 2005-11-03 | 83.03 | 81.31 | 7,690,900.00 | 0.00 |
| 2005-11-04 | 83.30 | 82.65 | 3,831,400.00 | 0.00 |
| 2005-11-07 | 83.85 | 83.07 | 4,455,100.00 | 0.00 |
| 2005-11-08 | 83.90 | 83.11 | 3,798,000.00 | 0.00 |
| 2005-11-09 | 83.33 | 82.49 | 3,936,200.00 | 0.00 |
| 2005-11-10 | 84.30 | 82.30 | 4,732,000.00 | 0.00 |
| 2005-11-11 | 84.84 | 84.15 | 4,841,300.00 | 0.00 |
| 2005-11-14 | 85.00 | 84.11 | 3,915,300.00 | 0.00 |
| 2005-11-15 | 85.90 | 84.03 | 6,830,800.00 | 0.00 |
| 2005-11-16 | 86.58 | 85.39 | 6,694,100.00 | 0.00 |
| 2005-11-17 | 86.98 | 85.76 | 5,293,600.00 | 0.00 |
| 2005-11-18 | 88.00 | 87.17 | 7,985,800.00 | 0.00 |
| 2005-11-21 | 87.87 | 87.01 | 4,807,900.00 | 0.00 |
Chart
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