kaufmansER() function

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

Kaufman’s 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

Parameters

n

(Required) 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)