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Chande Momentum Oscillator (CMO)

Created by Tushar Chande, the Chande Momentum Oscillator is a weighted percent of higher prices over a lookback window. [Discuss] 💬

// C# usage syntax
IEnumerable<CmoResult> results =
  quotes.GetCmo(lookbackPeriods);

Parameters

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.

Response

IEnumerable<CmoResult>

• This method returns a time series of all available indicator values for the quotes provided.
• 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 N periods will have null values for CMO since there’s not enough data to calculate.

CmoResult

Date DateTime - Date from evaluated TQuote

Cmo double - Chande Momentum Oscillator

Utilities

• .Condense()
• .Find(lookupDate)
• .RemoveWarmupPeriods()
• .RemoveWarmupPeriods(qty)

See Utilities and helpers for more information.

Chaining

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(..);