docs-v2/content/flux/v0/stdlib/universe/kaufmanser.md

3.2 KiB
Raw Permalink Blame History

title description menu weight flux/v0/tags introduced
kaufmansER() function `kaufmansER()` computes the Kaufman's Efficiency Ratio (KER) of values in the `_value` column for each input table.
flux_v0_ref
name parent identifier
kaufmansER universe universe/kaufmansER
101
transformations
0.40.0

kaufmansER() computes the Kaufman's Efficiency Ratio (KER) of values in the _value column for each input table.

Kaufmans Efficiency Ratio indicator divides the absolute value of the Chande Momentum Oscillator by 100 to return a value between 0 and 1. Higher values represent a more efficient or trending market.

Function type signature
(<-tables: stream[A], n: int) => stream[{B with _value: float, _value: float}] where A: Record

{{% caption %}} For more information, see Function type signatures. {{% /caption %}}

Parameters

n

({{< req >}}) Period or number of points to use in the calculation.

tables

Input data. Default is piped-forward data (<-).

Examples

Compute the Kaufman's Efficiency Ratio

import "sampledata"

sampledata.int()
    |> kaufmansER(n: 3)

{{< expand-wrapper >}} {{% expand "View example input and output" %}}

Input data

_time _value *tag
2021-01-01T00:00:00Z -2 t1
2021-01-01T00:00:10Z 10 t1
2021-01-01T00:00:20Z 7 t1
2021-01-01T00:00:30Z 17 t1
2021-01-01T00:00:40Z 15 t1
2021-01-01T00:00:50Z 4 t1
_time _value *tag
2021-01-01T00:00:00Z 19 t2
2021-01-01T00:00:10Z 4 t2
2021-01-01T00:00:20Z -3 t2
2021-01-01T00:00:30Z 19 t2
2021-01-01T00:00:40Z 13 t2
2021-01-01T00:00:50Z 1 t2

Output data

_time _value *tag
2021-01-01T00:00:30Z 0.76 t1
2021-01-01T00:00:40Z 0.33333333333333337 t1
2021-01-01T00:00:50Z 0.13043478260869565 t1
_time _value *tag
2021-01-01T00:00:30Z 0 t2
2021-01-01T00:00:40Z 0.2571428571428572 t2
2021-01-01T00:00:50Z 0.1 t2

{{% /expand %}} {{< /expand-wrapper >}}