Chande Momentum Oscillator

The chande_momentum_oscillator() is a generic S3 function that builds upon 'type-safe'-esque workflows limited to classes in in base R, and the package-wide dependencies. Ie. class in, class out. Each method is a soft wrapper of model.frame and therefore the OHLC-V series must be coercible to a data.frame.

chande_momentum_oscillator() also accepts a double vector in which case the indicator is calculated 'as-is' without passing through model.frame. chande_momentum_oscillator() returns an n by k matrix computed in C by default. When k = 1, the result is simplified to a double vector; for k > 1, the full n by k matrix is returned.

Usage

chande_momentum_oscillator(x, cols, n = 10, ...)

Arguments

x

An OHLC-V series that is coercible to data.frame. Alternatively, x may also be supplied as a double vector.

cols

(formula). An optional 1 variable formula passed into model.frame. Internally uses ~close by default.

n

(integer). An integer of length 1.

...

Additional parameters passed into model.frame

Value

An object of same class and length of x:

CMO

double

See also

Other Momentum Indicator: absolute_price_oscillator(), aroon(), aroon_oscillator(), average_directional_movement_index(), average_directional_movement_index_rating(), balance_of_power(), commodity_channel_index(), directional_movement_index(), extended_moving_average_convergence_divergence(), fast_stochastic(), fixed_moving_average_convergence_divergence(), intraday_movement_index(), minus_directional_indicator(), minus_directional_movement(), momentum(), money_flow_index(), moving_average_convergence_divergence(), percentage_price_oscillator(), plus_directional_indicator(), plus_directional_movement(), rate_of_change(), ratio_of_change(), relative_strength_index(), stochastic(), stochastic_relative_strength_index(), triple_exponential_average(), ultimate_oscillator(), williams_oscillator()

Author

Serkan Korkmaz

Examples

## load Bitcoin (BTC)
## series
data(BTC, package = "talib")

## calculate the indicator
## for Bitcoin (BTC)
output <- talib::chande_momentum_oscillator(BTC)

## display the results
utils::tail(output)
#>                           CMO
#> 2024-12-26 01:00:00 -14.42507
#> 2024-12-27 01:00:00 -21.10632
#> 2024-12-28 01:00:00 -14.81303
#> 2024-12-29 01:00:00 -22.15531
#> 2024-12-30 01:00:00 -26.39350
#> 2024-12-31 01:00:00 -20.45638

## visualize the indicator
## with talib::chart()
##
## see ?talib::chart or ?talib::indicator
## for more details
{
 ## chart OHLC-V
 ## series with talib::chart()
 talib::chart(BTC)

 ## chart indicator
 ## with default values
 talib::indicator(
     talib::chande_momentum_oscillator
 )
}