
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.