#
# extraTechInds: extra Technical Indicators of TTR and quantmod
#
# Copyright (C) 2016 Chen Chaozong
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
#'Energy of Movement
#'
#'@aliases EOM
#'@param OHLCV Object that is coercible to xts or matrix and contains
#'High-Low-Close prices.
#'@param n Number of periods for moving average.
#'@param m ...
#'@param maType A function or a string naming the function to be called.
#'@param \dots Other arguments to be passed to the \code{maType} function.
#'@author Chen Chaozong
#'@seealso See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average
#'options; and note Warning section. See \code{\link{ATR}}, which uses true
#'range. See \code{\link{chaikinVolatility}} for another volatility measure.
#'@keywords ts
#'@export
"EOM" <-
function (OHLCV, n = 14, m = 1, maType, ...) {
OHLCV <- try.xts(OHLCV, error = as.matrix)
if (NCOL(OHLCV) == 5) {
mp <- (Hi(OHLCV)+Lo(OHLCV))/2
} else stop("Price series must be Open-High-Low-Close-Volume")
if (missing(maType)) maType <- "EMA"
roc <- Roc(mp, n = m)
vmd <- Vo(OHLCV)/do.call(maType, c(list(Vo(OHLCV)), list(n = n, ...)))
rmd <- (Hi(OHLCV)-Lo(OHLCV))/do.call(maType, c(list(Hi(OHLCV)-Lo(OHLCV)), list(n = n, ...)))
eom <- roc * rmd / vmd
names(eom) <- "EOM"
reclass(eom, OHLCV)
}
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