Home > Articles > Volume 11 (1993) > Chapter 1 (January 1993) > V.11:1 (44): SIDEBAR: Calculating Momentum

V.11:1 (44): SIDEBAR: Calculating Momentum

V.11:1 (44): SIDEBAR: Calculating Momentum
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CALCULATING MOMENTUM

Momentum is traditionally calculated as the difference between the price today and the price n days ago. The method presented here substitutes for the price n days ago an average of the previous three period’s high, low and closing prices. ...




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