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Xaverage


Xaverage
Updated: Views / Replies:235 / 5
Created: by banana10 Attachments:0

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Xaverage
  #1 (permalink)
Trading Apprentice
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Xaverage
Hello,

I am trying to find out how to find a similar function "Xaverage" in python.

This is what I have in easylanguage: test = XAverage( Close, Length ) and I am trying to change it into python.

Thank you very much.

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  #3 (permalink)
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banana10 View Post
Hello,

I am trying to find out how to find a similar function "Xaverage" in python.

This is what I have in easylanguage: test = XAverage( Close, Length ) and I am trying to change it into python.

Thank you very much.

In pure Python, with NumPy, with another library?

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  #4 (permalink)
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sam028 View Post
In pure Python, with NumPy, with another library?

I have installed both libraries:
import matplotlib.pyplot as plt
# import numpy as np

either ones work for me. Thanks a lot.

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  #5 (permalink)
Market Wizard
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banana10

XAverage is simply an exponential average. I am pretty sure that is either available already or you can easily program it or find code via google.

Regards,

ABCTG

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Administrator: Retired Backtester
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banana10 View Post
I have installed both libraries:
import matplotlib.pyplot as plt
# import numpy as np

either ones work for me. Thanks a lot.

You can find good examples here.

An easy to understand one is:
 
Code 
                            
def moving_average(x, n, type):

    x = np.asarray(x)

    if type=='simple':

        weights = np.ones(n)

    else:

        weights = np.exp(np.linspace(-1., 0., n))



    weights /= weights.sum()



    a =  np.convolve(x, weights, mode='full')[:len(x)]

    a[:n] = a[n]

    return a 

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