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Studies Calculations

Moving Average Momentum (MAM)

Overview

What is Moving Average Momentum?

 

Moving Average Momentum is a momentum based on the difference between two values of the same moving average rather than two prices.

Formula

 

Where MAt is the Moving Average on day t and N is the number of periods in the Momentum calculation.

Parameters
The period n for the Moving Average and Momentum are configurable input parameters.
Reference  
Murphy, John J., Technical Analysis of the Future Markets, New York Institute of Finance, New York, NY, 1986.