gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-17 10:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

doc headers

Browse Source
This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/statistics/cma/Cma.md
+17
View File
@@ -1,5 +1,22 @@
# CMA: Cumulative Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
| **Inputs** | Source (close) |
| **Parameters** | `source` |
| **Outputs** | Single series (CMA) |
| **Output range** | Varies (see docs) |
| **Warmup** | `1` bars |
### TL;DR
- The Cumulative Moving Average (CMA) calculates the arithmetic mean of ALL data points seen so far, not just a fixed window.
- Parameterized by `source`.
- Output range: Varies (see docs).
- Requires `1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The running average that never forgets. Every single tick you've ever fed it? Still in there, affecting the result. It's like the elephant of technical indicators."
The Cumulative Moving Average (CMA) calculates the arithmetic mean of ALL data points seen so far, not just a fixed window. Unlike SMA or EMA which use a sliding window, CMA treats every historical value with equal weight. As the sample size grows, each new value has diminishing impact on the average.