EVOLUTION-MANAGER
Edit File: EMV.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Arms' Ease of Movement Value</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for EMV {TTR}"><tr><td>EMV {TTR}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Arms' Ease of Movement Value</h2> <h3>Description</h3> <p>Arms' Ease of Movement Value (EMV) emphasizes days where the security moves easily and minimizes days where the security does not move easily. Developed by Richard W. Arms, Jr. </p> <h3>Usage</h3> <pre> EMV(HL, volume, n = 9, maType, vol.divisor = 10000, ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>HL</code></td> <td> <p>Object that is coercible to xts or matrix and contains High-Low prices.</p> </td></tr> <tr valign="top"><td><code>volume</code></td> <td> <p>Vector or matrix of volume observations corresponding to the <code>HL</code> object.</p> </td></tr> <tr valign="top"><td><code>n</code></td> <td> <p>Number of periods for moving average.</p> </td></tr> <tr valign="top"><td><code>maType</code></td> <td> <p>A function or a string naming the function to be called.</p> </td></tr> <tr valign="top"><td><code>vol.divisor</code></td> <td> <p>An increment to make the results larger and easier to work with.</p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>Other arguments to be passed to the <code>maType</code> function.</p> </td></tr> </table> <h3>Details</h3> <p>The EMV is calculated by dividing the midpoint ([high + low]/2) move by the 'Box Ratio' (volume divided by the high minus low). </p> <h3>Value</h3> <p>A object of the same class as <code>HL</code> and <code>volume</code> or a matrix (if <code>try.xts</code> fails) containing the columns: </p> <dl> <dt> emv </dt><dd><p> The ease of movement values. </p> </dd> <dt> maEMV </dt><dd><p> The smoothed (as specified by <code>ma</code>) ease of movement values. </p> </dd> </dl> <h3>Note</h3> <p>A buy/sell signal is generated when the EMV crosses above/below zero. When the EMV hovers around zero, there are small price movements and/or high volume, and the price is not moving easily. </p> <h3>Author(s)</h3> <p>Joshua Ulrich </p> <h3>References</h3> <p>The following site(s) were used to code/document this indicator:<br /> <a href="https://www.fmlabs.com/reference/ArmsEMV.htm">https://www.fmlabs.com/reference/ArmsEMV.htm</a><br /> <a href="https://www.metastock.com/Customer/Resources/TAAZ/?p=51">https://www.metastock.com/Customer/Resources/TAAZ/?p=51</a><br /> <a href="https://www.linnsoft.com/techind/arms-ease-movement">https://www.linnsoft.com/techind/arms-ease-movement</a><br /> </p> <h3>See Also</h3> <p>See <code><a href="MovingAverages.html">EMA</a></code>, <code><a href="MovingAverages.html">SMA</a></code>, etc. for moving average options; and note Warning section. </p> <h3>Examples</h3> <pre> data(ttrc) emv <- EMV(ttrc[,c("High","Low")], ttrc[,"Volume"]) </pre> <hr /><div style="text-align: center;">[Package <em>TTR</em> version 0.24.3 <a href="00Index.html">Index</a>]</div> </body></html>