WeightedMovingAverage

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class backtide.indicators.WeightedMovingAverage(period=14)

Weighted Moving Average (WMA).

A moving average where each price is multiplied by a linearly decreasing weight, placing more emphasis on recent data than the SMA but with a different weighting scheme than the EMA. Useful when you want recent prices to matter more without the recursive smoothing of EMA.

Formula:

\[WMA_t = \frac{\sum_{i=0}^{n-1} (n - i) \cdot C_{t-i}}{\sum_{i=1}^{n} i}\]

Read more on Wikipedia.

Parameters	period : int, default=14 Look-back window length.
Attributes	acronym : str Short ticker-style acronym. name : str Human-readable indicator name.

See Also

ExponentialMovingAverage

Exponential Moving Average (EMA).

MovingAverageConvergenceDivergence

Moving Average Convergence Divergence (MACD).

SimpleMovingAverage

Simple Moving Average (SMA).

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.

Parameters	data : np.ndarray | pd.DataFrame | pl.DataFrame Historical OHLCV data.
Returns	np.ndarray | pd.Series | pl.Series | pd.DataFrame | pl.DataFrame The computed values. For multi-output indicators (e.g., upper and lower bounds), return a 2d structure.

method backtide.indicatorsdescription()

Short explanation of what the indicator measures.

Returns

str The description.