How TradingView Pine Script RMA function works internally?

问题

I'm trying to re-implement the rma function from TradingView pinescript but I cannot make it output the same result as the original function.

Here is the code I developed, the code is basically the ema function, but it differs greatly from the rma function plot result when charting:

//@version=3
study(title = "test", overlay=true)

rolling_moving_average(data, length) =>
    alpha = 2 / (length + 1)
    sum = 0.0
    for index = length to 0
        if sum == 0.0
            sum := data[index]
        else
            sum := alpha * data[index] + (1 - alpha) * sum

atr2 = rolling_moving_average(close, 5)
plot(atr2, title="EMAUP2", color=blue)

atr = rma(close, 5)
plot(atr, title="EMAUP", color=red)

So my question is how is the rma function works internally so I can implement a clone of it?

PS. Here is the link to the documentation https://www.tradingview.com/study-script-reference/#fun_rma It does show a possible implementation, but it does not work when running it.

回答1:

Below is the correct implementation:

plot(rma(close, 15))

// same on pine, but much less efficient
pine_rma(x, y) =>
	alpha = 1/y
    sum = 0.0
    sum := alpha * x + (1 - alpha) * nz(sum[1])
plot(pine_rma(close, 15))

There is a mistake in the code on TradingView, the alpha should be 1/y not y. This Wikipedia page has the correct formula for RMA Wikipedia - moving averages

来源：https://stackoverflow.com/questions/48055618/how-tradingview-pine-script-rma-function-works-internally