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Stochastic Momentum Index

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This is an implementation of the Stochastic Momentum Index from William Blau's his article in Stocks & Commodities.

This also allows the use of various different kinds of moving averages for the signal line. Options for this argument are:

  • sma (simple moving average)
  • ema (exponential moving average)
  • wma (weighted moving average)
  • trima (triangular moving average)
  • zlema (zero-lag exponential moving average)
  • dema (double exponential moving average)
  • tema (triple exponential moving average)
  • hma (hull moving average)

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