Hello,
Is there any way to compare today's momentum to yesterday's?Or Any idea for storing today's indicator to make pandas series? I want to buy a stock which has increased momentum compared to yesterday's Thanks!Don't have an account? Join QuantConnect Today
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Comparing daily momentum and storing as pandas series for stock selection.
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Comparision of Momentum Daily
Juhwan Kim | September 2020
Hello,
Is there any way to compare today's momentum to yesterday's?Or Any idea for storing today's indicator to make pandas series? I want to buy a stock which has increased momentum compared to yesterday's Thanks!QuantConnectâ„¢ 2025. All Rights Reserved
Aaron Janeiro Stone
I would suggest creating a rolling window for your data. Details can be found on
https://www.quantconnect.com/docs/algorithm-reference/historical-data. Also, see
https://github.com/QuantConnect/Lean/blob/970ecbdc6cf817cf398202c8490ad5e101e35d49/Indicators/MomentumPercent.cswhich points out that results yielded will actually be equal to using the roc indicator.
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