Momentum

2021년 11월 12일

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]

2021년 11월 12일

릴리즈 노트

v2 Cleanup.

2021년 11월 14일

릴리즈 노트

v3 Fixed function docs.

2021년 11월 16일

릴리즈 노트

v4 Republish for debugging server error

2021년 12월 5일

릴리즈 노트

v5 Updated reference with improved MovingAverage lib.

2022년 1월 7일

릴리즈 노트

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.

2022년 1월 8일

릴리즈 노트

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.