ExponentialMovingAverage
class backtide.indicators.ExponentialMovingAverage(period=14)
Exponential Moving Average (EMA).
A weighted moving average that gives exponentially more weight to recent prices, making it more responsive to new information than the SMA. Useful for faster trend detection, reducing lag in crossover systems, and as a building block for other indicators (MACD, ADX).
Formula:
\[EMA_t = \alpha \cdot C_t + (1 - \alpha) \cdot EMA_{t-1}\]
where \(\alpha = \frac{2}{n + 1}\). Read more on Wikipedia.
| Parameters |
Look-back window length.
|
| Attributes |
Short ticker-style acronym.
name : str
Human-readable indicator name.
|
See Also
MovingAverageConvergenceDivergence
Moving Average Convergence Divergence (MACD).
Simple Moving Average (SMA).
Weighted Moving Average (WMA).
Methods
| compute | Compute the indicator on a dataset. |
| description | Short explanation of what the indicator measures. |
method backtide.indicatorscompute(data)
Compute the indicator on a dataset.
method backtide.indicatorsdescription()
Short explanation of what the indicator measures.
| Returns |
str
The description.
|