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

1input:length(10); setinputname(1, "天期");
2 
3variable:up(0),dn(0),upi(0),dni(0),imi(0); 
4
5if close > open then 
6 up = close-open 
7else 
8 up = 0; 
9
10if close < open then 
11 dn = open-close 
12else 
13 dn = 0; 
14
15upi = summation(up,length); 
16dni = summation(dn,length); 
17if upi+dni = 0 then imi = 0 else imi = upi/(upi+dni)*100; 
18
19plot1(imi, "IMI");

參考的圖形

IMI指標