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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.

Signature 

1
public abstract interface EaseOfMovement

Namespace

cAlgo.API.Indicators

Examples

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 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];
 }

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 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);
             }
         }
     }
 }

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class Test():    
     def initialize(self):
         # Periods, and MaType are parameters defined in C# file of indicator
         self.easeOfMovement = api.Indicators.EaseOfMovement(api.Period, api.MaType)
     def calculate(self, index):
         # Display Result of Indicator
         # Result is an indicator output defined in C# file of indicator
         api.Result[index] = self.easeOfMovement.Result[index]

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 import clr
 clr.AddReference("cAlgo.API")
 # Import cAlgo API types
 from cAlgo.API import *
 # Import trading wrapper functions
 from robot_wrapper import *
 class EaseOfMovementSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.easeOfMovement  = api.Indicators.EaseOfMovement(api.Periods, api.MaType)
         self.simpleMovingAverage  = api.Indicators.SimpleMovingAverage(api.Bars.ClosePrices, 9)
     def on_bar_closed(self):
         if self.easeOfMovement.Result.Last(0) > (api.Symbol.TickSize * 0.05):
             if api.Bars.ClosePrices.Last(0) > self.simpleMovingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) < self.simpleMovingAverage.Result.Last(1):
                 api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
             elif api.Bars.ClosePrices.Last(0) < self.simpleMovingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) > self.simpleMovingAverage.Result.Last(1):
                 api.ExecuteMarketOrder(TradeType.Sell, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
         else:
             self.close_positions()
     def get_bot_positions(self):
         return api.Positions.FindAll(api.Label)
     def close_positions(self):
         for position in self.get_bot_positions():
             api.ClosePosition(position)

Properties

Result

Summary

The time series of the Ease Of Movement Indicator.

Signature 

1
public abstract IndicatorDataSeries Result {get; set;}

Return Value

IndicatorDataSeries

Examples

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 private EaseOfMovement _easeOfMovement;
 [Parameter("Period", DefaultValue = 21)]
 public int Period { get; set; }
 [Parameter("MA Type", DefaultValue = MovingAverageType.Simple)]
 public MovingAverageType MAType { get; set; }
 protected override void OnStart()
 {
     _easeOfMovement = Indicators.EaseOfMovement(Period, MAType);
 }
 protected override void OnBar()
 {
     var currentValue = _easeOfMovement.Result.LastValue;
     //...
 }

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 import clr
 clr.AddReference("cAlgo.API")
 # Import cAlgo API types
 from cAlgo.API import *
 # Import trading wrapper functions
 from robot_wrapper import *
 class Test():
     def on_start(self):
         # Periods, and MaType are parameters defined in C# file of cBot
         self.easeOfMovement = api.Indicators.EaseOfMovement(api.Period, api.MaType)
     def on_bar(self):
         currentValue = self.easeOfMovement.Result.LastValue