Stochastic Momentum Index

21 באוק׳ 2016

This is an implementation of the Stochastic Momentum Index from William Blau's his article in Stocks & Commodities.

This also allows the use of various different kinds of moving averages for the signal line. Options for this argument are:

• sma (simple moving average)
  
• ema (exponential moving average)
  
• wma (weighted moving average)
  
• trima (triangular moving average)
  
• zlema (zero-lag exponential moving average)
  
• dema (double exponential moving average)
  
• tema (triple exponential moving average)
  
• hma (hull moving average)