Intraday Momentum Index

• 12/20/2018 at 12:16 PM #87513
  Gianluca

  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

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  //@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

  

  Gianluca

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

  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

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  //@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

  

  Gianluca

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

  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

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  //@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

   

  

  Nicolas

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

  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)

  1 2	tOpen = open//dOpen(0) tClose = close//dclose(0)

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

  

  Nicolas

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

  grazie mille

  

  Gianluca

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