mom

mom(close, length=None, talib=None, offset=None, **kwargs)

Momentum (MOM)

Momentum is an indicator used to measure a security’s speed (or strength) of movement. Or simply the change in price.

Sources:

http://www.onlinetradingconcepts.com/TechnicalAnalysis/Momentum.html

Calculation:

Default Inputs:

length=1

MOM = close.diff(length)

Args:

close (pd.Series): Series of ‘close’s length (int): It’s period. Default: 1 talib (bool): If TA Lib is installed and talib is True, Returns the TA Lib

version. Default: True

offset (int): How many periods to offset the result. Default: 0

Kwargs:

fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method

Returns:

pd.Series: New feature generated.