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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/oscillators/coppock/Coppock.md
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| **PineScript** | [coppock.pine](coppock.pine) |
- The Coppock Curve is a long-term momentum oscillator that applies a Weighted Moving Average to the sum of two Rate of Change calculations at differ...
- Parameterized by `longRoc` (default 14), `shortRoc` (default 11), `wmaPeriod` (default 10).
- Output range: Varies (see docs).
- Requires 1 bar of warmup before first valid output (IsHot = true).
- **Similar:** [MACD](../../momentum/macd/Macd.md), [KST](../kst/Kst.md) | **Complementary:** Trend confirmation | **Trading note:** Coppock Curve; designed for monthly S&P 500 buy signals. WMA of summed ROCs. Zero-line crossover.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The Coppock Curve is a long-term momentum oscillator that applies a Weighted Moving Average to the sum of two Rate of Change calculations at different lookback periods. Originally designed for monthly charts to identify major market bottoms, it produces a single oscillating line where zero-line crossovers from below signal long-term buying opportunities. The dual-ROC architecture captures both intermediate and longer-term momentum dynamics in a single smoothed output.
@@ -109,4 +107,4 @@ Both ROC and WMA are non-recursive and fully vectorizable. AVX2 dot-product acce
- Coppock, E.S.C. (1962). "A Guide to the Use of Coppock Curve." *Barron's*
- Kirkpatrick, C. & Dahlquist, J. (2010). *Technical Analysis*, Chapter 15: Momentum
- PineScript reference: [`coppock.pine`](coppock.pine)
- PineScript reference: [`coppock.pine`](coppock.pine)