Simple Python Pandas EMA (ewma)?
Solution 1
Coincidentally, this question was asked and answered here: Does Pandas calculate ewm wrong?
Check out @chrisb's answer there. To compute the EWM as described in the article you're studying:
- manually compute the first valid simple MA to serve as a starting point for EWA
- run pandas' EWM with
adjust=False
Solution 2
According to calculate-exponential-moving-average-with-pandas self-answer, and assuming that close
serie is corresponding to the close price
, you may use this to get the EMA 10
: (change the span to what you want if you want another span)
df['ema10'] = pd.Series.ewm(df['close'], span=10).mean()
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hahahahey
Updated on December 10, 2020Comments
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hahahahey over 3 years
I wrote some code to build my own EMA/MACD, but have decided to give Pandas a try instead.
I am using this website below as a basic understanding of EMA and trying to get pandas to give me the same answers to be sure I am using pandas correctly:
http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_averages
And here is the chart with the data that Im working with.
Here is the code I'm trying to get to work, but it gives me different output than the 10-day EMA column
import pandas as pd data=[22.27,22.19,22.08,22.17,22.18,22.13,22.23,22.43,22.24,22.29,22.15,22.39,22.38,22.61,23.36,24.05,23.75,23.83] df=pd.Series(data) pd.ewma(df, span=10)
I've also tried this with no luck.
pd.ewma(df, span=10, min_periods=10)
Any help is appreciated.
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Peter Leimbigler about 6 yearsPossible duplicate of Does Pandas calculate ewm wrong?
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