Module momentum

Source

Functionsยง

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