hwma#
API documentation for pandas_ta.overlap.hwma Python function.
- hwma(close, na=None, nb=None, nc=None, offset=None, **kwargs)[source]#
HWMA (Holt-Winter Moving Average)
Indicator HWMA (Holt-Winter Moving Average) is a three-parameter moving average by the Holt-Winter method; the three parameters should be selected to obtain a forecast.
This version has been implemented for Pandas TA by rengel8 based on a publication for MetaTrader 5.
- Sources:
- Calculation:
HWMA[i] = F[i] + V[i] + 0.5 * A[i] where.. F[i] = (1-na) * (F[i-1] + V[i-1] + 0.5 * A[i-1]) + na * Price[i] V[i] = (1-nb) * (V[i-1] + A[i-1]) + nb * (F[i] - F[i-1]) A[i] = (1-nc) * A[i-1] + nc * (V[i] - V[i-1])
- Args:
close (pd.Series): Series of ‘close’s na (float): Smoothed series parameter (from 0 to 1). Default: 0.2 nb (float): Trend parameter (from 0 to 1). Default: 0.1 nc (float): Seasonality parameter (from 0 to 1). Default: 0.1 close (pd.Series): Series of ‘close’s
- Kwargs:
fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method
- Returns:
pd.Series: hwma