Intraday Movement Index

The intraday_movement_index() is a generic S3 function that builds upon 'type-safe'-esque workflows limited to classes in in base R, and the package-wide dependencies. Ie. class in, class out. Each method is a soft wrapper of model.frame and therefore the OHLC-V series must be coercible to a data.frame.

Usage

intraday_movement_index(x, cols, n = 10, ...)

Arguments

x

An OHLC-V series that is coercible to data.frame.

cols

(formula). An optional 2 variable formula passed into model.frame. Internally uses ~open + close by default.

n

(integer). An integer of length 1.

...

Additional parameters passed into model.frame

Value

An object of same class and length of x:

IMI

double

See also

Other Momentum Indicator: absolute_price_oscillator(), aroon(), aroon_oscillator(), average_directional_movement_index(), average_directional_movement_index_rating(), balance_of_power(), chande_momentum_oscillator(), commodity_channel_index(), directional_movement_index(), extended_moving_average_convergence_divergence(), fast_stochastic(), fixed_moving_average_convergence_divergence(), minus_directional_indicator(), minus_directional_movement(), momentum(), money_flow_index(), moving_average_convergence_divergence(), percentage_price_oscillator(), plus_directional_indicator(), plus_directional_movement(), rate_of_change(), ratio_of_change(), relative_strength_index(), stochastic(), stochastic_relative_strength_index(), triple_exponential_average(), ultimate_oscillator(), williams_oscillator()

Author

Serkan Korkmaz

Examples

## load Bitcoin (BTC)
## series
data(BTC, package = "talib")

## calculate the indicator
## for Bitcoin (BTC)
output <- talib::intraday_movement_index(BTC)

## display the results
utils::tail(output)
#>                          IMI
#> 2024-12-26 01:00:00 24.49040
#> 2024-12-27 01:00:00 22.65392
#> 2024-12-28 01:00:00 35.03554
#> 2024-12-29 01:00:00 37.73204
#> 2024-12-30 01:00:00 34.08957
#> 2024-12-31 01:00:00 38.27043

## visualize the indicator
## with talib::chart()
##
## see ?talib::chart or ?talib::indicator
## for more details
{
 ## chart OHLC-V
 ## series with talib::chart()
 talib::chart(BTC)

 ## chart indicator
 ## with default values
 talib::indicator(
     talib::intraday_movement_index
 )
}