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[GH-145] Add Coppock Curve #146

Merged
merged 1 commit into from
Jun 17, 2023
Merged

[GH-145] Add Coppock Curve #146

merged 1 commit into from
Jun 17, 2023

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jealous
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@jealous jealous commented Jun 17, 2023

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.

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.
@jealous jealous self-assigned this Jun 17, 2023
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Codecov Report

Patch coverage: 100.00% and project coverage change: +0.09 🎉

Comparison is base (f673957) 98.47% compared to head (c179ee4) 98.57%.

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Additional details and impacted files
@@            Coverage Diff             @@
##           master     #146      +/-   ##
==========================================
+ Coverage   98.47%   98.57%   +0.09%     
==========================================
  Files           1        1              
  Lines         789      841      +52     
==========================================
+ Hits          777      829      +52     
  Misses         12       12              
Impacted Files Coverage Δ
stockstats.py 98.57% <100.00%> (+0.09%) ⬆️

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@jealous jealous merged commit fc0a86d into master Jun 17, 2023
@jealous jealous deleted the feature/coppock branch June 17, 2023 16:48
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2 participants