Chande Momentum Oscillator (CMO)
Created by Tushar Chande, the Chande Momentum Oscillator is a weighted percent of higher prices over a lookback window. [Discuss]
// usage IEnumerable<CmoResult> results = quotes.GetCmo(lookbackPeriods);
int - Number of periods (
N) in the lookback window. Must be greater than 0.
Historical quotes requirements
You must have at least
N+1 periods of
quotes to cover the warmup periods.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
Nperiods will have
nullvalues for CMO since there’s not enough data to calculate.
DateTime - Date from evaluated
double - Chande Momentum Oscillator
See Utilities and helpers for more information.
This indicator may be generated from any chain-enabled indicator or method.
// example var results = quotes .Use(CandlePart.HL2) .GetCmo(..);
Results can be further processed on
Cmo with additional chain-enabled indicators.
// example var results = quotes .GetCmo(..) .GetEma(..);