Volatility Adjusted Momentum
- Indicadores
- Minh Truong Pham
- Versión: 1.1
- Activaciones: 10
It's a indicators that computes volatility-adjusted momentum.
The problem with the momentum indicator is that it's absolute and it's hard to interpret its value. For example, if you'll change the timeframe or instrument value of Momentum will be very different.We tried to solve that by expressing momentum in volatility . This way you can easier spot overbought/oversold values. You can choose to use Standard Deviation or ATR for adjustments.
Our method is base on Momentum and the Cross-section of Stock Volatility book that published by MinyouFan FearghalKearney YouweiLi JiadongLiu
Settings
· Length of Momentum
· Length of Volatility
Adjustment method: you can choose Standard Deviation or ATR