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kaufmansER() function

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

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kaufmansER() computes the Kaufman's Efficiency Ratio (KER) of values in the _value column for each input table.

Kaufman’s Efficiency Ratio indicator divides the absolute value of the Chande Momentum Oscillator by 100 to return a value between 0 and 1. Higher values represent a more efficient or trending market.

Function type signature
js
(<-tables: stream[A], n: int) => stream[{B with _value: float, _value: float}] where A: Record

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

Parameters

n

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

tables

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

Examples

Compute the Kaufman's Efficiency Ratio

js
import "sampledata"

sampledata.int()
    |> kaufmansER(n: 3)

{{< expand-wrapper >}} {{% expand "View example input and output" %}}

Input data

_time_value*tag
2021-01-01T00:00:00Z-2t1
2021-01-01T00:00:10Z10t1
2021-01-01T00:00:20Z7t1
2021-01-01T00:00:30Z17t1
2021-01-01T00:00:40Z15t1
2021-01-01T00:00:50Z4t1
_time_value*tag
2021-01-01T00:00:00Z19t2
2021-01-01T00:00:10Z4t2
2021-01-01T00:00:20Z-3t2
2021-01-01T00:00:30Z19t2
2021-01-01T00:00:40Z13t2
2021-01-01T00:00:50Z1t2

Output data

_time_value*tag
2021-01-01T00:00:30Z0.76t1
2021-01-01T00:00:40Z0.33333333333333337t1
2021-01-01T00:00:50Z0.13043478260869565t1
_time_value*tag
2021-01-01T00:00:30Z0t2
2021-01-01T00:00:40Z0.2571428571428572t2
2021-01-01T00:00:50Z0.1t2

{{% /expand %}} {{< /expand-wrapper >}}