wilder
Syntax
wilder(X, window)
Please see TALib for the parameters and windowing logic.
Details
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.
Examples
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);
col1 | col2 |
---|---|
12.3 | 15.6667 |
12.4667 | 16.7778 |
12.2778 | 18.1852 |
12.0519 | 16.1235 |
11.7679 | 14.0823 |