mad#

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

Rolling Mean Absolute Deviation

Sources:

Calculation:
Default Inputs:

length=30

mad = close.rolling(length).mad()

Args:

close (pd.Series): Series of ‘close’s length (int): It’s period. Default: 30 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.