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: [K, D]
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: [macd, signal, histogram]
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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.
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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.
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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.