[GH-152] Extract Kaufman's Adaptive Moving Average #153
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The Efficiency Ratio (ER) is calculated by
dividing the price change over a period by the
absolute sum of the price movements that occurred
to achieve that change.
The resulting ratio ranges between 0 and 1 with
higher values representing a more efficient or
trending market.
The default column is close.
The default window is 10.
Formular:
Examples:
df['ker']
retrieves the 10 periods KER of the close pricedf['high_5_ker']
retrieves 5 periods KER of the high price