Supported Indicators
Ease Of Movement Value
Introduction
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
To view the implementation of this indicator, see the LEAN GitHub repository.
Using EMV Indicator
To create an automatic indicators for EaseOfMovementValue
, call the EMV
helper method from the QCAlgorithm
class. The EMV
method creates a EaseOfMovementValue
object, hooks it up for automatic updates, and returns it so you can used it in your algorithm. In most cases, you should call the helper method in the Initialize
method.
public class EaseOfMovementValueAlgorithm : QCAlgorithm { private Symbol _symbol; private EaseOfMovementValue _emv; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _emv = EMV(_symbol, 1, 10000); } public override void OnData(Slice data) { if (_emv.IsReady) { // The current value of _emv is represented by itself (_emv) // or _emv.Current.Value Plot("EaseOfMovementValue", "emv", _emv); } } }
class EaseOfMovementValueAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.emv = self.EMV(self.symbol, 1, 10000) def OnData(self, slice: Slice) -> None: if self.emv.IsReady: # The current value of self.emv is represented by self.emv.Current.Value self.Plot("EaseOfMovementValue", "emv", self.emv.Current.Value)
The following reference table describes the EMV
method:
EMV()1/1
EaseOfMovementValue QuantConnect.Algorithm.QCAlgorithm.EMV (Symbol
symbol,*Int32
period,*Int32
scale,*Nullable<Resolution>
resolution,*Func<IBaseData, TradeBar>
selector )
Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically updated on the given resolution.
If you don't provide a resolution, it defaults to the security resolution. If you provide a resolution, it must be greater than or equal to the resolution of the security. For instance, if you subscribe to hourly data for a security, you should update its indicator with data that spans 1 hour or longer.
For more information about the selector argument, see Alternative Price Fields.
For more information about plotting indicators, see Plotting Indicators.
You can manually create a EaseOfMovementValue
indicator, so it doesn't automatically update. Manual indicators let you update their values with any data you choose.
Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the Update
method with a TradeBar
. The indicator will only be ready after you prime it with enough data.
public class EaseOfMovementValueAlgorithm : QCAlgorithm { private Symbol _symbol; private EaseOfMovementValue _emv; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _emv = new EaseOfMovementValue(1, 10000); } public override void OnData(Slice data) { if (data.Bars.TryGeValue(_symbol, out var bar)) { _emv.Update(bar); } if (_emv.IsReady) { // The current value of _emv is represented by itself (_emv) // or _emv.Current.Value Plot("EaseOfMovementValue", "emv", _emv); } } }
class EaseOfMovementValueAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.emv = EaseOfMovementValue(1, 10000) def OnData(self, slice: Slice) -> None: bar = slice.Bars.get(self.symbol) if bar: self.emv.Update(bar) if self.emv.IsReady: # The current value of self.emv is represented by self.emv.Current.Value self.Plot("EaseOfMovementValue", "emv", self.emv.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
method.
public class EaseOfMovementValueAlgorithm : QCAlgorithm { private Symbol _symbol; private EaseOfMovementValue _emv; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _emv = new EaseOfMovementValue(1, 10000); RegisterIndicator(_symbol, _emv, Resolution.Daily); } public override void OnData(Slice data) { if (_emv.IsReady) { // The current value of _emv is represented by itself (_emv) // or _emv.Current.Value Plot("EaseOfMovementValue", "emv", _emv); } } }
class EaseOfMovementValueAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.emv = EaseOfMovementValue(1, 10000) self.RegisterIndicator(self.symbol, self.emv, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.emv.IsReady: # The current value of self.emv is represented by self.emv.Current.Value self.Plot("EaseOfMovementValue", "emv", self.emv.Current.Value)
The following reference table describes the EaseOfMovementValue
constructor:
EaseOfMovementValue()1/2
EaseOfMovementValue QuantConnect.Indicators.EaseOfMovementValue (*int
period,*int
scale )
Initializeds a new instance of the EaseOfMovement class using the specufued period.
EaseOfMovementValue()2/2
EaseOfMovementValue QuantConnect.Indicators.EaseOfMovementValue (string
name,int
period,int
scale )
Creates a new EaseOfMovement indicator with the specified period.
Visualization
The following image shows plot values of selected properties of EaseOfMovementValue
using the plotly library.
