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chandeMomentumOscillator() function

content/flux/v0/stdlib/universe/chandemomentumoscillator.md

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chandeMomentumOscillator() applies the technical momentum indicator developed by Tushar Chande to input data.

The Chande Momentum Oscillator (CMO) indicator does the following:

  1. Determines the median value of the each input table and calculates the difference between the sum of rows with values greater than the median and the sum of rows with values lower than the median.
  2. Divides the result of step 1 by the sum of all data movement over a given time period.
  3. Multiplies the result of step 2 by 100 and returns a value between -100 and +100.

Output tables

For each input table with x rows, chandeMomentumOscillator() outputs a table with x - n rows.

Function type signature
js
(<-tables: stream[A], n: int, ?columns: [string]) => stream[B] where A: Record, B: Record

{{% caption %}} For more information, see Function type signatures. {{% /caption %}}

Parameters

n

({{< req >}}) Period or number of points to use in the calculation.

columns

List of columns to operate on. Default is ["_value"].

tables

Input data. Default is piped-forward data (<-).

Examples

Apply the Chande Momentum Oscillator to input data

js
import "sampledata"

sampledata.int()
    |> chandeMomentumOscillator(n: 2)