technical-indicator

I am trying to code the following algorithm for SuperTrend indicator in python using pandas. BASIC UPPERBAND = (HIGH + LOW) / 2 + Multiplier * ATR BASIC LOWERBAND = (HIGH + LOW) / 2 - Multiplier * ATR FINAL UPPERBAND = IF( (Current BASICUPPERBAND < Previous FINAL UPPERBAND) or (Previous Close > Previous FINAL UPPERBAND)) THEN (Current BASIC UPPERBAND) ELSE Previous FINALUPPERBAND) FINAL LOWERBAND = IF( (Current BASIC LOWERBAND > Previous FINAL LOWERBAND) or (Previous Close < Previous FINAL LOWERBAND)) THEN (Current BASIC LOWERBAND) ELSE Previous FINAL LOWERBAND) SUPERTREND = IF((Previous

I calculate simple moving average: def sma(data_frame, length=15): # TODO: Be sure about default values of length. smas = data_frame.Close.rolling(window=length, center=False).mean() return smas Using the rolling function is it possible to calculate weighted moving average? As I read in the documentation , I think that I have to pass win_type parameter. But I'm not sure which one I have to choose. Here is a definition for weighted moving average. Thanks in advance, Yeah, that part of pandas really isn't very well documented. I think you might have to use rolling.apply() if you aren't using one

I am trying to use PHPs trader functions (available as a PECL extension) to calculate the moving average convergence/divergence (MACD) of various securities. However, the values returned do not seem to match my calculations. Consider the following array of close prices for a stock: $close = array ( 0 => 459.99, 1 => 448.85, 2 => 446.06, 3 => 450.81, 4 => 442.8, 5 => 448.97, 6 => 444.57, 7 => 441.4, 8 => 430.47, 9 => 420.05, 10 => 431.14, 11 => 425.66, 12 => 430.58, 13 => 431.72, 14 => 437.87, 15 => 428.43, 16 => 428.35, 17 => 432.5, 18 => 443.66, 19 => 455.72, 20 => 454.49, 21 => 452.08, 22 =>