EaseOfMovement


Summary

Ease of Movement is a volume based oscillator that measures the "ease" of price movement.

Remarks

It quantifies the price/volume relationship. When the oscillator is close to zero it signifies that prices will not move easy. Conversely, prices are advancing or declining with relative ease when the oscillator is positive or negative away from zero.

Syntax

public interface EaseOfMovement

Members

NameTypeSummary
Result PropertyThe time series of the Ease Of Movement Indicator.

Example 1

private EaseOfMovement _easeOfMovement;
[Parameter("Period", DefaultValue = 14)]
public int Period { get; set; }
[Parameter("MA Type", DefaultValue = MovingAverageType.Simple)]
public MovingAverageType MAType { get; set; }
[Output("Main")]
public IndicatorDataSeries Result { get; set; }
protected override void Initialize()
{
   _easeOfMovement = Indicators.EaseOfMovement(Period, MAType);
}
public override void Calculate(int index)
{
   // Display Result of Indicator
   Result[index] = _easeOfMovement.Result[index];
}

Example 2

using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Ease Of Movement indicator
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class EaseOfMovementSample : Robot
    {
        private double _volumeInUnits;
        private EaseOfMovement _easeOfMovement;
        private SimpleMovingAverage _simpleMovingAverage;
        [Parameter("Volume (Lots)", DefaultValue = 0.01)]
        public double VolumeInLots { get; set; }
        [Parameter("Stop Loss (Pips)", DefaultValue = 10)]
        public double StopLossInPips { get; set; }
        [Parameter("Take Profit (Pips)", DefaultValue = 10)]
        public double TakeProfitInPips { get; set; }
        [Parameter("Label", DefaultValue = "Sample")]
        public string Label { get; set; }
        public Position[] BotPositions
        {
            get
            {
                return Positions.FindAll(Label);
            }
        }
        protected override void OnStart()
        {
            _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
            _easeOfMovement = Indicators.EaseOfMovement(14, MovingAverageType.Simple);
            _simpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 9);
        }
        protected override void OnBar()
        {
            if (_easeOfMovement.Result.Last(1) > (Symbol.TickSize * 0.05))
            {
                if (Bars.ClosePrices.Last(1) > _simpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) < _simpleMovingAverage.Result.Last(2))
                {
                    ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                }
                else if (Bars.ClosePrices.Last(1) < _simpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) > _simpleMovingAverage.Result.Last(2))
                {
                    ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                }
            }
            else
            {
                ClosePositions();
            }
        }
        private void ClosePositions()
        {
            foreach (var position in BotPositions)
            {
                ClosePosition(position);
            }
        }
    }
}
Reference