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clenow

Calculate the Clenow Volatility Adjusted Momentum.

The Clenow Volatility Adjusted Momentum is a sophisticated approach to understanding market momentum with a twist. It adjusts for volatility, offering a clearer picture of true momentum by considering how price movements are influenced by their volatility over a set period. It helps in identifying stronger, more reliable trends.

Examples​

from openbb import obb
# Get the Clenow Volatility Adjusted Momentum.
stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')
clenow_data = obb.technical.clenow(data=stock_data.results, period=90)
obb.technical.clenow(period=2, data='[{'date': '2023-01-02', 'open': 110.0, 'high': 120.0, 'low': 100.0, 'close': 115.0, 'volume': 10000.0}, {'date': '2023-01-03', 'open': 165.0, 'high': 180.0, 'low': 150.0, 'close': 172.5, 'volume': 15000.0}, {'date': '2023-01-04', 'open': 146.67, 'high': 160.0, 'low': 133.33, 'close': 153.33, 'volume': 13333.33}, {'date': '2023-01-05', 'open': 137.5, 'high': 150.0, 'low': 125.0, 'close': 143.75, 'volume': 12500.0}, {'date': '2023-01-06', 'open': 132.0, 'high': 144.0, 'low': 120.0, 'close': 138.0, 'volume': 12000.0}]')

Parameters​

data: list[openbb_core.provider.abstract.data.Data]

list of data to be used for the calculation.

• Optional: False

index: str

Index column name to use with data, by default 'date'.

• Default: date

• Optional: True

target: str

Target column name, by default 'close'.

• Default: close

• Optional: True

period: int

Number of periods for the momentum, by default 90.

• Default: 90

• Optional: True

Returns​

results: list[Data]

Serializable results.

provider: None

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

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