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

• InpMomentumPeriod (default: 14)

See signal primitives and every published strategy that uses Momentum (Example) on WOBR StrategyVerse.