Price Momentum Oscillator (PMO)
||Iterable[Quote]||Iterable(such as list or an object having
• Need help with pandas.DataFrame?
||int, default 35||Number of periods (
Historical quotes requirements
You must have at least
N periods of
N is the greater of
T+100 to cover the convergence periods. Since this uses multiple smoothing operations, we recommend you use at least
N+250 data points prior to the intended usage date for better precision.
quotes is an
Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
PMOResultsis just a list of
- 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
T+S-1periods will have
Nonevalues for PMO since there’s not enough data to calculate.
Convergence warning: The first
T+S+250periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
||float, Optional||Price Momentum Oscillator|
||float, Optional||Signal line is EMA of PMO|
See Utilities and Helpers for more information.
from stock_indicators import indicators # This method is NOT a part of the library. quotes = get_history_from_feed("SPY") # Calculate 20-period PMO results = indicators.get_pmo(quotes, 35,20,10)
About Price Momentum Oscillator (PMO)
Created by Carl Swenlin, the DecisionPoint Price Momentum Oscillator is double-smoothed ROC based momentum indicator. [Discuss]