Moving Averages

src.boatwright.Indicators.moving_averages.ema(s, period=30)

Exponential moving average (EMA), calculate the average of a rolling window exponentially weighting the more recent data

Parameters:

• s (Series) – input series

• period – length of rolling window

src.boatwright.Indicators.moving_averages.gauss(s, period=10, std=0.5)

calculates the mean of a rolling gaussian type window, of data within the specified standard deviation

Parameters:

• s (Series) – input series

• period (int) – length of rolling window

• std (float) – standard deviation

src.boatwright.Indicators.moving_averages.sma(s, period=30)

Simple moving average (SMA), calculate the average of a rolling window

Parameters:

• s (Series) – input series

• period – length of rolling window

src.boatwright.Indicators.moving_averages.vwap(close, volume, period=30)

Volume Weighted Average Price (VWAP), calculate the rolling average weighted with respect to volume :param close: signal :param volume: signal volume :param period: length of rolling window

Parameters:

• close (Series)

• volume (Series)