Momentum (Example)

Category: momentum

Measures the rate of change of a security's price by comparing the current price to the price N periods ago, expressed as a percentage.

Formula

\text{Momentum} = \frac{\text{Price}_t}{\text{Price}_{t-n}} \times 100

Inputs

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.


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