Module momentum
Source - calculate_bop
- Calculates Balance of Power (BOP)
Formula: (Close - Open) / (High - Low)
- calculate_cci
- Calculates Commodity Channel Index (CCI)
Formula: CCI = (Typical Price - SMA(Typical Price)) / (0.015 * Mean Deviation)
- calculate_cmo
- Calculates Chande Momentum Oscillator (CMO)
Formula: CMO = 100 * ((Sum of gains - Sum of losses) / (Sum of gains + Sum of losses))
- calculate_mom
- Calculates Momentum (MOM)
Formula: price - price_n_periods_ago
- calculate_roc
- Calculates Rate of Change (ROC)
Formula: ((price / prevPrice) - 1) * 100
- calculate_rocp
- Calculates Rate of Change Percentage (ROCP)
Formula: (price - prev_price) / prev_price
- calculate_rocr
- Calculates Rate of Change Ratio (ROCR)
Formula: price / prev_price
- calculate_rocr100
- Calculates Rate of Change Ratio * 100 (ROCR100)
Formula: (price / prev_price) * 100
- calculate_rsi
- Calculates Relative Strength Index (RSI)
Formula: RSI = 100 - (100 / (1 + RS))
where RS = Average Gain / Average Loss