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Miha Kralj
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Standardize naming convention so all Ehlers-originated indicators have "Ehlers" in their display name across all documentation and code surfaces: - SAM: Smoothed Adaptive Momentum → Ehlers Smoothed Adaptive Momentum - PMA: Predictive Moving Average → Ehlers Predictive Moving Average - ILRS: Integral of LinReg Slope → Ehlers Integral of LinReg Slope - CTI: Correlation Trend Indicator → Ehlers Correlation Trend Indicator - RVGI: Relative Vigor Index → Ehlers Relative Vigor Index Updated across: .md H1 titles, XML doc summaries, Quantower Name properties, Quantower test assertions, _sidebar.md, lib/_index.md, category _index.md files, docs/indicators.md, docs/validation.md. Build: 0 warnings, 0 errors. All tests pass.
2.6 KiB
2.6 KiB
Momentum
Momentum indicators measure the velocity and acceleration of price changes. Unlike trend indicators (which answer "where is price going?"), momentum indicators answer "how fast?" and "is it slowing down?". This distinction matters: a strong trend can have weakening momentum (divergence), and a ranging market can show momentum spikes (false breakouts).
Indicators
| Indicator | Full Name | Description |
|---|---|---|
| ASI | Accumulation Swing Index | Wilder's cumulative swing index. Breakout confirmation. |
| BIAS | Bias (also known as Disparity Index) | Percentage deviation from moving average. Measures overextension. |
| BOP | Balance of Power | Measures buyer/seller strength by comparing close to open relative to range. |
| CCI | Commodity Channel Index | Measures price deviation from statistical mean, identifies cyclical turns. |
| CFB | Composite Fractal Behavior | Measures trend duration and quality via fractal efficiency across 96 time scales. |
| CMO | Chande Momentum Oscillator | Momentum using both up and down changes, bounded but not clamped like RSI. |
| MACD | Moving Average Convergence Divergence | Relationship between two EMAs, identifies momentum and trend direction. |
| MOM | Momentum | Raw price change over specified period. |
| PMO | Price Momentum Oscillator | Double-smoothed ROC oscillator. |
| PPO | Percentage Price Oscillator | MACD expressed as percentage for cross-instrument comparison. |
| ROC | Rate of Change | Absolute price change over N periods. |
| ROCP | Rate of Change Percentage | Percentage price change over N periods. |
| ROCR | Rate of Change Ratio | Price ratio over N periods. |
| RS | Price Relative Strength | Performance ratio between two assets. |
| RSI | Relative Strength Index | Speed and change of price movements, bounded 0-100. |
| RSX | Relative Strength Quality Index | Noise-free RSI using cascaded IIR filters, zero lag at turning points. |
| SAM | Ehlers Smoothed Adaptive Momentum | Ehlers. Hilbert Transform cycle detection + adaptive momentum + Super Smoother output. |
| TSI | True Strength Index | Double-smoothed momentum oscillator. |
| VEL | Jurik Velocity | Market acceleration via PWMA vs WMA differential. |
| VWMACD | Volume-Weighted MACD | VWMA-based MACD with signal line and histogram. Volume-aware momentum. |