pwma#

pwma(close, length=None, asc=None, offset=None, **kwargs)[source]#

Pascal’s Weighted Moving Average (PWMA)

Pascal’s Weighted Moving Average is similar to a symmetric triangular window except PWMA’s weights are based on Pascal’s Triangle.

Source: Kevin Johnson

Calculation:

Default Inputs:

length=10

def weights(w):

def _compute(x):: return np.dot(w * x)

return _compute

triangle = utils.pascals_triangle(length + 1) PWMA = close.rolling(length)_.apply(weights(triangle), raw=True)

Args:

close (pd.Series): Series of ‘close’s length (int): It’s period. Default: 10 asc (bool): Recent values weigh more. Default: True offset (int): How many periods to offset the result. Default: 0

Kwargs:

fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method

Returns:

pd.Series: New feature generated.