Momentum

Library "Momentum"
Contains utilities varying algorithms for measuring momentum.

simple(fast, slow, src, fastType, slowType) Derives momentum from two moving averages of different lengths.
  Parameters:
    fast: The length of the fast moving average.
    slow: The length of the slow moving average.
    src: The series to measure from. Default is 'close'.
    fastType: The type of moving average the fast should use. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
    slowType: The type of moving average the slow should use. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.

stochRSI(fast, fast, rsiLen, stochLen, src, kmode) Returns the K and D values of a Stochastic RSI. Allows for different moving averages to produce the K value.
  Parameters:
    fast: The length to average the stochastic.
    fast: The length to smooth out K and produce D.
    rsiLen: The length of the RSI.
    stochLen: The length of stochastic.
    src: The series to measure from. Default is 'close'.
    kmode: The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
  Returns:

macd(fast, slow, signal, src, fastType, slowType, slowType) Same as well-known MACD formula but allows for different moving averages types to be used.
  Parameters:
    fast: The length of the fast moving average.
    slow: The length of the slow moving average.
    signal: The length of average to applied to smooth out the signal.
    src: The series to measure from. Default is 'close'.
    fastType: The type of moving average the fast should use. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
    slowType: The type of moving average the slow should use. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
    slowType: The type of moving average the signal should use. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
  Returns:

Sürüm Notları:

v2 Cleanup.

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v3 Fixed function docs.

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v4 Republish for debugging server error

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v5 Updated reference with improved MovingAverage lib.

Sürüm Notları:

v6 Added 'changeNormalized' function for normalizing the velocity of movement. Typically used for moving averages.

Added:
changeNormalized(src, len) Returns the 'change' (current - previous) in value normalized by standard deviation measured by the provided length.
  Parameters:
    src: The series to measure changes.
    len: The number of bars to measure the standard deviation.

Sürüm Notları:

v7 Updated DataCleaner and implemented normalize function.

Updated:
changeNormalized(src, len) Returns the 'change' (current - previous) in value normalized by standard deviation measured by the provided length.
  Parameters:
    src: The series to measure changes.
    len: The number of bars to measure the standard deviation.