wilder
Syntax
wilder(X, window)
Please see TA-Lib Functions 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:
\(WILDER(X)_k = \displaystyle{\frac{1}{n}}*X_k + \Bigl(1-\frac{1}{n}\Bigr)*WILDER(X)_{k-1}\)
where:math:WILDER(X)_k 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);
[,,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 |