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Published 20 hours ago • verified publisher icon twopirllc

FIX RMA with adjust=False for correct EMA calc

Open freyastreamlit opened this issue 1 year ago • 0 comments

Flag adjust=False is missing from the WildeR's MA - RMA - so for EMA to be calculated accordingly:

PANDAS - EWM

$ y_0 = x_0 $ $ y_t = ( 1 - \alpha )y_{t-1} + \alpha x_t $

freyastreamlit avatar Feb 16 '24 15:02 freyastreamlit