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.

Parameters

• standard

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.

---