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[GH-163] Add Inertia Indicator #164

Merged
merged 1 commit into from
Jul 7, 2023
Merged

[GH-163] Add Inertia Indicator #164

merged 1 commit into from
Jul 7, 2023

Commits on Jul 7, 2023

  1. [GH-163] Add Inertia Indicator

    In financial markets, the concept of inertia was given by Donald Dorsey
    in the 1995 issue of Technical Analysis of Stocks and Commodities
    through the Inertia Indicator. The Inertia Indicator is moment-based
    and is an extension of Dorsey’s Relative Volatility Index (RVI).
    
    Formular:
    * inertia = n periods linear regression of RVGI
    
    Examples:
    * `df['inertia']` retrieves the inertia of 20 periods linear regression of 14 periods RVGI
    * `df['inertia_10']` retrieves the inertia of 10 periods linear regression of 14 periods RVGI
    jealous committed Jul 7, 2023
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