We evaluate the n-day momentum which is simply the difference between today's closing
price and the close price n days ago, for all days for which sufficient historical data is
- An series of length greate or equal to the number of periods considered in the
indicator evaluation where the first element is the closing price in the last trading
period, the second term is the closing price in the previous trading period and so on.
- The number of days before to which the closing price is compared.
A series where the first term is the momentum for the most recent trading
period, the second term is the momentum for the previous trading period and so on.
|ArgumentException||Thrown if either parameter is strictly negative.