Clenow Volatility Adjusted Momentum #2180
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JerBouma
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Jul 26, 2022
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Headers are missing, looks a bit weird now.
2022 Jul 26, 03:48 (🦋) /stocks/ta/ $ clenow
Clenow Exponential Regression Factor
┏━━━━━━━━━━┳━━━━━━━━━━┓
┃ ┃ ┃
┡━━━━━━━━━━╇━━━━━━━━━━┩
│ R^2 │ 0.63262 │
├──────────┼──────────┤
│ Fit Coef │ -0.00516 │
├──────────┼──────────┤
│ Factor │ -0.00327 │
└──────────┴──────────┘
Also, you forgot to enter the command within the menu. Think it should be under momentum. See:
2022 Jul 26, 03:48 (🦋) /stocks/ $ ta
╭────────────────────────────────────────────────────────────────────────────────────────────────────── Stocks - Technical Analysis ──────────────────────────────────────────────────────────────────────────────────────────────────────╮
│ │
│ Ticker: Daily TSLA (from 2019-07-22) │
│ │
│ tv open interactive chart on [TradingView] │
│ view view historical data and trendlines [Finviz] │
│ summary technical summary report [FinBrain] │
│ recom recommendation based on technical indicators [TradingView] │
│ │
│ Overlap: │
│ ema exponential moving average │
│ sma simple moving average │
│ wma weighted moving average │
│ hma hull moving average │
│ zlma zero lag moving average │
│ vwap volume weighted average price │
│ Momentum: │
│ cci commodity channel index │
│ macd moving average convergence/divergence │
│ rsi relative strength index │
│ stoch stochastic oscillator │
│ fisher fisher transform │
│ cg centre of gravity │
│ Trend: │
│ adx average directional movement index │
│ aroon aroon indicator │
│ Volatility: │
│ bbands bollinger bands │
│ donchian donchian channels │
│ kc keltner channels │
│ Volume: │
│ ad accumulation/distribution line │
│ adosc chaikin oscillator │
│ obv on balance volume │
│ Custom: │
│ fib fibonacci retracement │
│ │
╰──────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────── OpenBB Terminal v1.6.0 (https://openbb.co) ─╯
|
fixed @JerBouma |
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This is in response to #2170. While the request seemed to be asking for this as a screener, technically I can just get the factor from
taI googled to find how this worked and it was easy enough to implement.