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Chande Momentum Oscillator (CMO)

get_cmo(quotes, lookback_periods)

Parameters

name	type	notes
quotes	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
lookback_periods	int	Number of periods (N) in the lookback window. Must be greater than 0.

Historical quotes requirements

You must have at least N+1 periods of quotes to cover the warmup periods.

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.

Returns

CMOResults[CMOResult]

• This method returns a time series of all available indicator values for the quotes provided.
• CMOResults is just a list of CMOResult.
• 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 N periods will have None values for CMO since there’s not enough data to calculate.

CmoResult

name	type	notes
date	datetime	Date
cmo	float, Optional	Chande Momentum Oscillator

Utilities

• .condense()
• .find(lookup_date)
• .remove_warmup_periods()
• .remove_warmup_periods(qty)

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

results = indicators.get_cmo(quotes, lookback_periods)

About Chande Momentum Oscillator (CMO)

Created by Tushar Chande, the Chande Momentum Oscillator is a weighted percent of higher prices over a lookback window. [Discuss] 💬

Sources

• C# core
• Python wrapper