How to get a super smooth acceleration graph of SMA the right way?

Martin etellerandet,

I'm wondering why you used the 200 day momentum. 
Changing the momentum period to 21 and adding WarmUp made self.momMA pretty smooth.

Enjoy

Thank you so much :) that really made my day :)I guess I just used the example in the indicator documentation in the bottom. Like so: 

class IndicatorTests(QCAlgorithm):
    def Initialize():
       # In addition to other initialize logic:
       self.rsi = self.RSI("SPY", 14)                     # Creating a RSI
       self.rsiSMA = IndicatorExtensions.SMA(self.rsi, 3) # Creating the SMA on the RSI
       self.PlotIndicator("RSI", self.rsi, self.rsiSMA)

how is the calculation made?  is it like this? 

Momentum = (Current closing price)- (Closing price n periods ago)

Momentum percent = Momentum / (Closing price n periods ago) * 100

Martin etellerandet,

I would define MomentumPercent(period) this way:

   def MomentumPercent(self, symbol, period):       

       prices = self.History(symbol, period + 1, Resolution.Daily).close

        return float(100*(prices.iloc[-1] / prices.iloc[0] - 1))

Note: for MomentumPercent(period) we need period + 1 data points.

If you are happy with my first answer please accept it.

Hi Martin,

That example from the documentation is computing the simple moving average of the values produced from the RSI indicator. Although, the formulas above for the momentum and momentum percent indicators are correct.

Best,
Derek Melchin