wilder

wilder(X, window)

Please see TALib for the parameters and windowing logic.

Calculate the Exponential Moving Average (ema) for X in a sliding window of the given length.

Different from ema, the function wilder uses Welles Wilder's Moving Average Formula, which is:

where is the k-th exponential moving average, n is the length of sliding window, and X_k is the k-th element of the vector X.

x=12.1 12.2 12.6 12.8 11.9 11.6 11.2
wilder(x,3);
// output
[,,12.299999999999998,12.466666666666668,12.27777777777778,12.051851851851854,11.767901234567903]

x=matrix(12.1 12.2 12.6 12.8 11.9 11.6 11.2, 14 15 18 19 21 12 10)
wilder(x,3);

Related functions: ema, gema, tema