mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 03:58:04 +00:00
doc headers
This commit is contained in:
@@ -1,5 +1,22 @@
|
||||
# PWMA: Parabolic Weighted Moving Average
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Trend (FIR MA) |
|
||||
| **Inputs** | Source (close) |
|
||||
| **Parameters** | `period` |
|
||||
| **Outputs** | Single series (Pwma) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `period` bars |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- PWMA (Parabolic Weighted Moving Average) applies a parabolic ($i^2$) weighting scheme to the data window.
|
||||
- Parameterized by `period`.
|
||||
- Output range: Tracks input.
|
||||
- Requires `period` bars of warmup before first valid output (IsHot = true).
|
||||
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
|
||||
|
||||
> "Linear weighting is for people who think the world is flat. PWMA squares the weights, because recent data isn't just more important—it's exponentially more important."
|
||||
|
||||
PWMA (Parabolic Weighted Moving Average) applies a parabolic ($i^2$) weighting scheme to the data window. This assigns massive importance to the most recent data points while still technically including the older data. It's like a WMA on steroids.
|
||||
@@ -171,4 +188,4 @@ if (_state.TickCount >= 1000)
|
||||
### Common Pitfalls
|
||||
|
||||
1. **Resync**: Because triple running sums are used, floating-point errors can accumulate faster than in a simple SMA. The implementation automatically resyncs every 1000 ticks to maintain precision.
|
||||
2. **Sensitivity**: This indicator is very sensitive to the most recent bar. It can "repaint" visually if used on an open bar (though the math is consistent).
|
||||
2. **Sensitivity**: This indicator is very sensitive to the most recent bar. It can "repaint" visually if used on an open bar (though the math is consistent).
|
||||
|
||||
Reference in New Issue
Block a user