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lib/trends_FIR/pma/Pma.md
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# PMA: Predictive Moving Average
# PMA: Predictive Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (FIR MA) |
| **Inputs** | Source (close) |
| **Parameters** | `period` |
| **Outputs** | Single series (Pma) |
| **Output range** | Tracks input |
| **Warmup** | `(period * 2) - 1` bars |
### TL;DR
- PMA (Predictive Moving Average) is a lag-cancellation filter that uses linear extrapolation of dual WMA (Weighted Moving Average) cascades to predi...
- Parameterized by `period`.
- Output range: Tracks input.
- Requires `(period * 2) - 1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "John Ehlers looked at WMA's lag and said: 'What if we just extrapolated it away?' The result is a moving average that actually tries to predict where price is going, not where it has been."