Intraday Momentum Index

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12/20/2018 at 12:16 PM #87513 quote

Participant

Master

Buongiorno e’ possibile avere questo indicatore già presente su altre piattaforme anche in PRT?

@nicolas @robertogozzi Grazie in anticipo.
Allego qualche link che spiega il funzionamento:
https://library.tradingtechnologies.com/trade/chrt-ti-intraday-momentum-index.html
http://www.traderpedia.it/wiki/index.php/Formula_Intraday_Momentum_Indicator

qui il codice preso da tradingview:

//@version=2
study("Intraday Momentum Indicator")

// Get traditional OHLC values
tOpen = security(tickerid, 'D', open)
tClose = security(tickerid, 'D', close)

// Inputs
imiPeriod = input(defval = 14, title = "IMI Period Length", type = integer, minval = 1)

//Calculate IMI
imiGain = tClose > tOpen ? nz(imiGain[1]) + (tClose - tOpen) : 0 // Open Higher than Close, Gain day
imiLoss = tClose < tOpen ? nz(imiLoss[1]) + (tOpen - tClose) : 0 // Close Higher than Open, Loss day
imiGainSum = sum(imiGain,imiPeriod) // Sum total of all Gains in specified period
imiLossSum = sum(imiLoss, imiPeriod) // Sum total of all Loses in specified period
imiTotal = 100 * (imiGainSum / (imiGainSum + imiLossSum))

plot (70, title = "Overbought", style = circles, color = green, transp = 10, join = true)
plot(30, title = "Oversold", style = circles, color = red, transp = 30, join = true)
plot(imiTotal, title = "Intraday Momentum Indicator", style = line, color = yellow, transp = 0) // Plot the indicator

12/20/2018 at 12:31 PM #87514 quote

Gianluca

Participant

Master

ho anche provato un poco a farlo ma senza riuscirci:

//@version=2
//study("Intraday Momentum Indicator")

// Get traditional OHLC values
tOpen = Open
tClose = close

// Inputs
imiPeriod = periodi

//Calculate IMI
if  tClose > tOpen then
imigain=(imiGain[1]) + (tClose - tOpen)
endif

// Open Higher than Close, Gain day
if tClose < tOpen then
imiloss=(imiLoss[1]) + (tOpen - tClose)
endif // Close Higher than Open, Loss day

imiGainSum = summation[imiPeriod](imiGain) =imiPeriod// Sum total of all Gains in specified period
imiLossSum = summation[imiPeriod](imiloss)=imiPeriod // Sum total of all Loses in specified period
imiTotal = 100 * (imiGainSum / (imiGainSum + imiLossSum))

return imitotal

12/20/2018 at 12:46 PM #87519 quote

Nicolas

Keymaster

Legend

Penso che dovrebbe essere codificato in questo modo:

//@version=2
//study("Intraday Momentum Indicator")

// Get traditional OHLC values
tOpen = dOpen(0)
tClose = dclose(0)

// Inputs
imiPeriod = 14

if barindex>imiPeriod then 
//Calculate IMI
if  tClose > tOpen then
imigain=(imiGain[1]) + (tClose - tOpen)
else
imigain=0
endif

// Open Higher than Close, Gain day
if tClose < tOpen then
imiloss=(imiLoss[1]) + (tOpen - tClose)
else
imiLoss=0
endif // Close Higher than Open, Loss day

imiGainSum = summation[imiPeriod](imiGain)// Sum total of all Gains in specified period
imiLossSum = summation[imiPeriod](imiloss)// Sum total of all Loses in specified period
imiTotal = 100 * (imiGainSum / (imiGainSum + imiLossSum))
endif

return imitotal,70,30

12/20/2018 at 12:49 PM #87520 quote

Nicolas

Keymaster

Legend

L’indicatore che hai pubblicato usa il quotidiano Apri e Chiudi. Ma la formula originale usa invece il tempo corrente Apri e Chiudi, quindi in base a questo puoi cambiare le variabili con:

tOpen = open//dOpen(0)
tClose = close//dclose(0)

praticamente simile a una RSI, ma invece di usare Close / Close [1], utilizza Open / Close

12/20/2018 at 3:12 PM #87526 quote

Gianluca

Participant

Master

grazie mille

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Gianluca @altares Participant

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Forum:	ProBuilder: Indicatori & Strumenti Personalizzati
Language:	Italian
Started:	12/20/2018
Status:	Active
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Intraday Momentum Index

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Intraday Momentum Index

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