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!QUANTCONNECT COMMUNITY
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!The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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.
Juhwan Kim
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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