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[GH-145] Add Coppock Curve #146

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Jun 17, 2023
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[GH-145] Add Coppock Curve #146

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57 changes: 57 additions & 0 deletions README.md
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Expand Up @@ -25,6 +25,7 @@ Supported statistics/indicators are:
* cross: including upward cross and downward cross
* SMA: Simple Moving Average
* EMA: Exponential Moving Average
* ROC: Rate of Change
* MSTD: Moving Standard Deviation
* MVAR: Moving Variance
* RSV: Raw Stochastic Value
Expand Down Expand Up @@ -58,6 +59,9 @@ Supported statistics/indicators are:
* Z: Z-Score
* AO: Awesome Oscillator
* BOP: Balance of Power
* MAD: Mean Absolute Deviation
* ROC: Rate of Change
* Coppock: Coppock Curve

## Installation

Expand Down Expand Up @@ -364,6 +368,43 @@ It requires column and window.
For example, use `df['close_7_smma']` to retrieve the 7 periods smoothed moving
average of the close price.

#### [ROC - Rate of Change](https://www.investopedia.com/terms/p/pricerateofchange.asp)

The Price Rate of Change (ROC) is a momentum-based technical indicator
that measures the percentage change in price between the current price
and the price a certain number of periods ago.

Formular:

ROC = (PriceP - PricePn) / PricePn * 100

Where:
* PriceP: the price of the current period
* PricePn: the price of the n periods ago

You need a column name and a period to calculate ROC.

Examples:
* `df['close_10_roc']`: the ROC of the close price in 10 periods
* `df['high_5_roc']`: the ROC of the high price in 5 periods

#### [MAD - Mean Absolute Deviation](https://www.khanacademy.org/math/statistics-probability/summarizing-quantitative-data/other-measures-of-spread/a/mean-absolute-deviation-mad-review)

The mean absolute deviation of a dataset is the average
distance between each data point and the mean. It gives
us an idea about the variability in a dataset.

Formular:
1. Calculate the mean.
2. Calculate how far away each data point is from the
mean using positive distances. These are called
absolute deviations.
3. Add those deviations together.
4. Divide the sum by the number of data points.

Example:
* `df['close_10_mad']`: the MAD of the close price in 10 periods

#### [TRIX - Triple Exponential Average](https://www.investopedia.com/articles/technical/02/092402.asp)

The triple exponential average is used to identify oversold and overbought
Expand Down Expand Up @@ -749,6 +790,22 @@ Examples:
* `df['cmo']` returns the CMO with a window of 14
* `df['cmo_5']` returns the CMO with a window of 5

#### [Coppock Curve](https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:coppock_curve)

Coppock Curve is a momentum indicator that signals
long-term trend reversals.

Formular:

Coppock Curve = 10-period WMA of (14-period RoC + 11-period RoC)
WMA = Weighted Moving Average
RoC = Rate-of-Change

Examples:
* `df['coppock']` returns the Coppock Curve with default windows
* `df['coppock_5,10,15']` returns the Coppock Curve with WMA window 5,
fast window 10, slow window 15.

## Issues

We use [Github Issues](https://github.com/jealous/stockstats/issues) to track
Expand Down
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