calc_momentum: Calculate Price Momentum
In PortfolioTesteR: Test Investment Strategies with English-Like Code
View source: R/technical_indicators.R
calc_momentum R Documentation
Calculate Price Momentum
Description
Calculates momentum as the percentage change in price over a specified
lookback period. Optimized using column-wise operations (25x faster).
Usage
calc_momentum(data, lookback = 12)
Arguments
data
A data.frame or data.table with Date column and price columns
lookback
Number of periods for momentum calculation (default: 12)
Value
Data.table with momentum values (0.1 = 10% increase)
Examples
data("sample_prices_weekly")
momentum <- calc_momentum(sample_prices_weekly, lookback = 12)
PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.
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View source: R/technical_indicators.R
| calc_momentum | R Documentation |
Calculate Price Momentum
Description
Calculates momentum as the percentage change in price over a specified lookback period. Optimized using column-wise operations (25x faster).
Usage
calc_momentum(data, lookback = 12)
Arguments
data |
A data.frame or data.table with Date column and price columns |
lookback |
Number of periods for momentum calculation (default: 12) |
Value
Data.table with momentum values (0.1 = 10% increase)
Examples
data("sample_prices_weekly")
momentum <- calc_momentum(sample_prices_weekly, lookback = 12)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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