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Anchored Momentum

Anchored Momentum

Anchored Momentum (Rudy Stefenel ) Technical analysis of Stocks and Commodities 1998 .

Smoothed AM = 100*(EMA[Close,EmaPer] / SMA[Close,2*MomPer+1] -1),


EmaPer = {SmoothPeriod}

MomPer = Momentum {MomPeriod}

Anchored Momentum ( ) , 0. , , 0 , . , .

Anchored Momentum, , . , Anchored Momentum 0, . , , .

, 0. -0.2 0.2, , , . .

Anchored Momentum

Anchored Momentum

MomPeriod = 11

SmoothPeriod = 6


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