swma#
- swma(close, length=None, asc=None, offset=None, **kwargs)[source]#
Symmetric Weighted Moving Average (SWMA)
Symmetric Weighted Moving Average where weights are based on a symmetric triangle. For example: n=3 -> [1, 2, 1], n=4 -> [1, 2, 2, 1], etc… This moving average has variable length in contrast to TradingView’s fixed length of 4.
- Source:
https://www.tradingview.com/study-script-reference/#fun_swma
- Calculation:
- Default Inputs:
length=10
- def weights(w):
- def _compute(x):
return np.dot(w * x)
return _compute
triangle = utils.symmetric_triangle(length - 1) SWMA = 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.