Multi-Horizon Momentum Curve [BackQuant]Multi-Horizon Momentum Curve
Overview
Multi-Horizon Momentum Curve combines momentum measured across four configurable lookback periods into a single volatility-normalized oscillator.
Each horizon measures the log return from the current Source to its value N bars ago. That return is divided by recent one-bar return volatility scaled by the square root of the horizon length.
The four normalized momentum values are then:
Clamped to a configurable maximum magnitude.
Combined using user-
Indicador























