Calculates and collects various momentum indicators based on the provided data.

All Momentum Indicators in Python

collect_momentum_indicators is part of the Technicals module of the open-source Finance Toolkit. Install it with:

pip install financetoolkit -U

Then call collect_momentum_indicators as shown below.

from financetoolkit import Toolkit

toolkit = Toolkit(tickers=["AAPL", "MSFT"])

toolkit.technicals.collect_momentum_indicators().xs("AAPL", level=1, axis="columns")

Which returns:

Date Ichimoku Leading Span A Ichimoku Leading Span B Stochastic %K Stochastic %D
2026-06-18 307.225 286.8 35.4097 34.4881
2026-06-22 306.55 287.03 32.0786 32.012
2026-06-23 302.59 287.295 23.0513 30.1799
2026-06-24 302.39 287.605 18.9873 24.7058
2026-06-25 302.39 289.335 3.2073 15.082
2026-06-26 302.39 291.235 22.9782 15.0576
2026-06-29 302.39 291.235 27.8689 18.0181
2026-06-30 302.39 291.235 54.4472 35.0981
2026-07-01 302.39 291.235 71.9567 51.4243
2026-07-02 302.39 291.235 97.7853 74.7297

Parameters

collect_momentum_indicators accepts the following parameters:

  • period (str, optional): The time period to consider for historical data. Can be “daily”, “weekly”, “quarterly”, or “yearly”. Defaults to “daily”.
  • window (int, optional): The window size for calculating indicators. Defaults to 14.
  • close_column (str, optional): The name of the column containing the close prices. Defaults to “Adj Close”.
  • rounding (int | None, optional): The number of decimals to round the results to. Defaults to 4.
  • growth (bool, optional): Whether to calculate the growth of the indicator values. Defaults to False.
  • lag (int | list[int], optional): The lag to use for the growth calculation.
  • standardize (bool, optional): Whether to standardize (Z-Score) the result. When combined with growth=True, standardizes the growth values instead of the raw values. Defaults to False. Defaults to 1.
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