Overlap

Bill Williams Alligator

This indicator, by Bill Williams, attempts to identify trends.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`jaw`	`int`	Jaw period. Default: `13`	`None`
`teeth`	`int`	Teeth period. Default: `8`	`None`
`lips`	`int`	Lips period. Default: `5`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	3 columns

Tip

To avoid data leaks, offsets are to be done manually.

Note

Williams believed the fx market trends between 15% and 30% of the time. Otherwise it is range bound. Inspired by fractal geometry, where the outputs are meant to resemble an alligator opening and closing its mouth. It It consists of 3 lines: Jaw, Teeth, and Lips which each have differing lengths.

Arnaud Legoux Moving Average

This indicator attempts to reduce lag with Gaussian smoothing.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `9`	`None`
`sigma`	`float`	Smoothing value. Default `6.0`	`None`
`dist_offset`	`float`	Distribution offset, range `[0, 1]`. Default `0.85`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Double Exponential Moving Average

This indicator attempts to create a smoother average with less lag than the EMA.

Sources

tradingtechnologies

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Warning

TA-Lib Correlation: np.float64(0.9999894518202522)

Tip

Corrective contributions welcome!

Exponential Moving Average

This Moving Average is more responsive than the Simple Moving Average (SMA).

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`presma`	`bool`	Initialize with SMA like TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`adjust`	`bool`
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

NOTICE

Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated!

However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.

Help keep this library and application the best in it's class!

Fibonacci's Weighted Moving Average

This indicator, by Kevin Johnson, is similar to a Weighted Moving Average (WMA) where the weights are based on the Fibonacci Sequence.

Sources

Kevin Johnson

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`asc`	`bool`	Recent values weigh more. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Gann HiLo Activator

This indicator, by Robert Krausz, uses two different Moving Averages to identify trends.

Sources

Gann HiLo Activator, , Stocks & Commodities Magazine, 1998
sierrachart
tradingview

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`high_length`	`int`	High period. Default: `13`	`None`
`low_length`	`int`	Low period. Default: `21`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"sma"`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	3 columns

Note

Increasing high_length and decreasing low_length is better for short trades and vice versa for long trades.

HL2

HL2 is the midpoint/average of high and low.

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`. Only works when offset.

Returns:

Type	Description
`Series`	1 column

HLC3

HLC3 is the average of high, low and close.

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`. Only works when offset.

Returns:

Type	Description
`Series`	1 column

Hull Moving Average

This indicator, by Alan Hull, attempts to reduce lag compared to classical moving averages.

Sources

Alan Hull

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`mamode`	`str`	One of: 'ema', 'sma', or 'wma'. Default: `"wma"`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Holt-Winter Moving Average

This indicator uses a three parameter Holt-Winter Moving Average for smoothing.

Sources

rengel8 based on a publication for MetaTrader 5.
mql5

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`na`	`float`	Smoothed series parameter (from 0 to 1). Default: 0.2	`None`
`nb`	`float`	Trend parameter (from 0 to 1). Default: 0.1	`None`
`nc`	`float`	Seasonality parameter (from 0 to 1). Default: 0.1	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	pd.Series: hwma

NOTICE

Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated!

However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.

Help keep this library and application the best in it's class!

Ichimoku Kinkō Hyō

A forecasting model used in Japaese financial markets Pre WWII.

Sources

tradingtechnologies

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`tenkan`	`int`	Tenkan period. Default: `9`	`None`
`kijun`	`int`	Kijun period. Default: `26`	`None`
`senkou`	`int`	Senkou period. Default: `52`	`None`
`include_chikou`	`bool`	Whether to include chikou component. Default: `True`	`True`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`
`lookahead`	`value`	To avoid data leakage set to `False`.

Returns:

Type	Description
`Tuple[DataFrame, DataFrame]`	Historical DataFrame, 5 columns Forward Looking DataFrame, 2 columns

Possible Data Leak

Set lookahead=False to avoid data leakage. Issue #60.

Jurik Moving Average Average

This indicator, by Mark Jurik, attempts to eliminate noise. It claims to have extremely low lag, is very smooth and is responsive to gaps.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `7`	`None`
`phase`	`float`	Phase value between [-100, 100]. Default: `0`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Kaufman's Adaptive Moving Average

This indicator, by Perry Kaufman, attempts to find the overall trend by adapting to volatility.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`fast`	`int`	Fast MA period. Default: `2`	`None`
`slow`	`int`	Slow MA period. Default: `30`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"sma"`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Linear Regression Moving Average

This indicator is a simplified version of Standard Linear Regression. It is one variable rolling regression whereas a Standard Linear Regression is between two or more variables.

Sources

TA Lib

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`angle`	`bool`	Returns the slope angle in radians. Default: `False`
`degrees`	`bool`	Return the slope angle in degrees. Default: `False`
`intercept`	`bool`	Return the intercept. Default: `False`
`r`	`bool`	Return the 'r' correlation. Default: `False`
`slope`	`bool`	Return the slope. Default: `False`
`tsf`	`bool`	Return the Time Series Forecast value. Default: `False`
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Warning

TA-Lib Correlation: np.float64(0.9985638477660118)

Tip

Corrective contributions welcome!

MESA Adaptive Moving Average

This indicator, aka the Mother of All Moving Averages by John Ehlers, attempts to adapt to volatility by using a Hilbert Transform Discriminator

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`fastlimit`	`float`	Fast limit. Default: `0.5`	`None`
`slowlimit`	`float`	Slow limit. Default: `0.05`	`None`
`prenan`	`int`	Prenans to apply. TV-LB `3`, Ehler's `6`, TA Lib `32`. Default: `3`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	2 columns

Tip

FAMA also included

McGinley Dynamic Indicator

This indicator, by John R. McGinley, is not a moving average but a differential smoothing technique.

Sources

John R. McGinley, a Certified Market Technician (CMT) and former editor of the Market Technicians Association's Journal of Technical Analysis.
investopedia

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`c`	`float`	Denominator multiplier. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

Sometimes c is set to 0.6.

Midpoint

The Midpoint is the average of the rolling high and low of period length.

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `2`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Midprice

The Midprice is the average of the rolling high and low of period length.

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`length`	`int`	The period. Default: `2`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

NOTICE

Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated!

However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.

Help keep this library and application the best in it's class!

OHLC4

OHLC4 is the average of open, high, low and close.

Parameters:

Name	Type	Description	Default
`open_`	`Series`	`open` Series	required
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`. Only works when offset.

Returns:

Type	Description
`Series`	1 column

Pascal's Weighted Moving Average

This indicator, by Kevin Johnson, creates a weighted moving average using Pascal's Triangle.

Sources

Kevin Johnson

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`asc`	`bool`	Ascending. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	1 column

wildeR's Moving Average

This indicator, by Wilder, is simply an EMA where alpha is the recipical of its length.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Sine Weighted Moving Average

This indicator is a weighted average using sine cycles where the central values have greater weight.

Source

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Simple Moving Average

This indicator is the the textbook moving average, a rolling sum of values divided by the window period (or length).

Sources

tradingtechnologies

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`adjust`	`bool`	Adjust the values. Default: `True`
`presma`	`bool`	If True, uses SMA for initial value.
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

SMoothed Moving Average

This indicator attempts to confirm trends and identify support and resistance areas. It tries to reduce noise in contrast to reducing lag.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"sma"`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

A core component of Bill Williams Alligator indicator.

Ehlers's Super Smoother Filter

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `20`	`None`
`everget`	`bool`	Everget's implementation of ssf that uses pi instead of 180 for the b factor of ssf. Default: `False`	`None`
`pi`	`float`	The default is Ehlers's truncated value: `3.14159`. Default: `3.14159`	`None`
`sqrt2`	`float`	The default is Ehlers's truncated value: `1.414`. Default: `1.414`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

Everget's calculation on TradingView: pi=np.pi, sqrt2=np.sqrt(2)

Danger

Possible Data Leak

Ehlers's 3 Pole Super Smoother Filter

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `20`	`None`
`pi`	`float`	The value of `PI`. The default is Ehler's truncated value: `3.14159`. Default: `3.14159`	`None`
`sqrt3`	`float`	The value of `sqrt(3)` to use. The default is Ehler's truncated value: `1.732`. Default: `1.732`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

Everget's calculation on TradingView: pi=np.pi, sqrt2=np.sqrt(2)

Supertrend

This indicator attempts to identify trend direction as well as support and resistance levels.

Sources

freebsensetips

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `7`	`None`
`atr_length`	`int`	ATR period. Default: `length`	`None`
`multiplier`	`float`	Coefficient for upper and lower band distance to midrange. Default: `3.0`	`None`
`atr_mamode`	`str)`	MA type to be used for ATR calculation. See `help(ta.ma)`. Default: `"rma"`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	4 columns

Symmetric Weighted Moving Average

This indicator is based on a Symmetric Weighted Moving Average where weights are based on a symmetric triangle.

Source

tradingview

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

n=3 -> [1, 2, 1]
n=4 -> [1, 2, 2, 1]
etc...

NOTICE

Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated!

However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.

Help keep this library and application the best in it's class!

T3

This indicator, by Tim Tillson, attempts to be smoother and more responsive relative to other moving averages.

Sources

binarytribune

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`a`	`float`	The a factor, 0 < a < 1. Default: `0.7`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`adjust`	`bool`
`presma`	`bool`	If True, uses SMA for initial value.
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Warning

TA-Lib Correlation: np.float64(0.9999994265973177)

Tip

Corrective contributions welcome!

Triple Exponential Moving Average

This indicator attempts to be less laggy than the EMA.

Sources

tradingtechnologies

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`adjust`	`bool`
`presma`	`bool`	If True, uses SMA for initial value.
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Warning

TA-Lib Correlation: np.float64(0.9999355450605516)

Tip

Corrective contributions welcome!

Triangular Moving Average

This indicator is a weighted moving average where the shape of the weights are triangular with the greatest weight is in the middle of the period.

Sources

tradingtechnologies

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`adjust`	`bool`
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

tma = sma(sma(src, ceil(length / 2)), floor(length / 2) + 1) # Tradingview trima = sma(sma(x, n), n) # Tradingview

Warning

TA-Lib Correlation: np.float64(0.9991752493891967)

Tip

Corrective contributions welcome!

Variable Index Dynamic Average

This indicator, by Tushar Chande, is similar to an EMA but it has a dynamically adjusted lookback period dependent based on CMO.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `14`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

Sometimes used as a moving average or a trend identifier.

Weighted Closing Price

This indicator is a weighted value of: high, low and twice the close.

Sources

fmlabs

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Weighted Moving Average

This indicator is a Moving Average where the weights are linearly increasing and the most recent data has the heaviest weight.

Sources

wikipedia

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`asc`	`bool`	Recent values weigh more. Default: `True`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Zero Lag Moving Average

This indicator, by John Ehlers and Ric Way, attempts to eliminate the lag often introduced in other moving averages.

Sources

wikipedia

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`mamode`	`str`	One of: "dema", "ema", "fwma", "hma", "linreg", "midpoint", "pwma", "rma", "sinwma", "ssf", "swma", "t3", "tema", "trima", "vidya", or "wma". Default: `"ema"`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column