Formula Chande Momentum Oscillator

Da traderpedia.
Jump to navigation Jump to search

Formula per MetaStock®:
14 CMO Chande Momentum Oscillator
100*(fml(#2)-fml(#3))/(fml(#2)+fml(#3))

dove:
fml(#2) - 14 CMO-up
sum((if(C,>,ref(C,-1),roc(C,1,$),0)),14)

fml(#3) - 14 CMO-down
sum((if(C,<,ref(C,-1),abs(roc(C,1,$)),0)),14)

Vedi anche: