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@sebv
Created May 2, 2022 11:01
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//@version=5
indicator(title="Momentum Papa Bear", timeframe="D", timeframe_gaps=true)
periods = array.new_int(0)
// array.push(periods, input.int(7, minval=1, title="Length"))
array.push(periods, input.int(21, minval=1, title="Length"))
array.push(periods, input.int(63, minval=1, title="Length"))
array.push(periods, input.int(126, minval=1, title="Length"))
mom(stock) =>
pos = str.pos(stock, ":")
prefix= str.substring(stock, 0, pos)
tkr= str.substring(stock, pos+1)
adj_src = ticker.new(prefix, tkr, adjustment=adjustment.dividends)
src = request.security(adj_src, "", close)
sum = 0.0
for i = 0 to array.size(periods) - 1
p = array.get(periods, i)
sum := sum + 100.0 * (src - src[p])/src[p]
sum / array.size(periods)
plot(mom("BATS:SPY"), color=color.red, title="MOM SPY")
plot(mom("BATS:TLT"), color=color.red, title="MOM TLT")
plot(mom("BATS:PDBC"), color=color.aqua, title="MOM PDBC")
plot(mom("BATS:VNQ"), color=color.blue, title="MOM VNQ")
plot(mom("BATS:IAU"), color=color.fuchsia, title="MOM IAU")
plot(mom("BATS:VTV"), color=color.green, title="MOM VTV")
plot(mom("BATS:VIOV"), color=color.lime, title="MOM VIOV")
plot(mom("BATS:VUG"), color=color.maroon, title="MOM VUG")
plot(mom("BATS:VEA"), color=color.navy, title="MOM VEA")
plot(mom("BATS:BNDX"), color=color.orange, title="MOM BNDX")
plot(mom("BATS:VIOG"), color=color.purple, title="MOM VIOG")
plot(mom("BATS:VWO"), color=color.olive, title="MOM VWO")
plot(mom("BATS:EDV"), color=color.silver, title="MOM EDV")
plot(mom("BATS:VGIT"), color=color.teal, title="MOM VGIT")
plot(mom("BATS:VCLT"), color=color.yellow, title="MOM VCLT")
// plot(mom("BATS:VXUS"), color=color.yellow, title="MOM VXUS")
// alt vtv
plot(mom("BATS:SPYV"), color=color.green, title="MOM SPYV (alt VTV)")
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