QuantConnect Lean Algorithmic Trading Engine
The symbol whose momentum we want
The period over which to compute the momentum
The resolution
Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)
MOM Method
Creates a new Momentum indicator. This will compute the absolute n-period change in the security. The indicator will be automatically updated on the given resolution.
Syntax

Parameters

symbol
The symbol whose momentum we want
period
The period over which to compute the momentum
resolution
The resolution
selector
Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)

Return Value

The momentum indicator for the requested symbol over the specified period
Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also