IMI日內動量指標

By | 2019-02-15

日內動量指標的概念如下

1.當紅K棒時,把收盤價比開盤價高的部份視為多頭動能

2.當黑K棒時,把開盤價比收盤價高的部份視為空頭動能

3.計算過去一段時間的多頭動能及空頭動能

4.日內動量指標的算法是以多頭動能除以多頭動能+空頭動能

對應的腳本如下

input:length(10); setinputname(1, "天期");
 
variable:up(0),dn(0),upi(0),dni(0),imi(0); 

if close > open then 
 up = close-open 
else 
 up = 0; 

if close < open then 
 dn = open-close 
else 
 dn = 0; 

upi = summation(up,length); 
dni = summation(dn,length); 
if upi+dni = 0 then imi = 0 else imi = upi/(upi+dni)*100; 

plot1(imi, "IMI");

參考的圖形

IMI指標