matrix = df.values @jit(nopython=True, nogil=True, parallel=True) def ewm_mean(arr_in, com): ''' calculate the exponential moving average for each column $y_{t}=\frac{ewm_t}{w_t}$ $ewm_t = ewm_{t-1} (1 - \alpha) + x_t$ $w_t = w_{t-1} (1 ...
TradingView. How to Calculate the Linearly Weighted Moving Average (LWMA) Choose a lookback period. This is how many n values will be calculated into the LWMA. Calculate the linear weights for each period. This can be accomplished in a couple of ways. The easiest is to assign n as the w...
{doublealpha=1/ExtPeriodATR;inti,limit;//--- check for bars countif(rates_total<=ExtPeriodATR)return(0);// not enough bars for calculation//--- preliminary calculationsif(prev_calculated==0) { ExtTRBuffer[0]=0.0; ExtATRBuffer[0]=0.0;//--- filling out the array of True Range value...