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Miha Kralj
2026-02-27 07:48:12 -08:00
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# TUKEY_W: Tukey (Tapered Cosine) Window Moving Average
# TUKEY_W: Tukey (Tapered Cosine) Window Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (FIR MA) |
| **Inputs** | Source (close) |
| **Parameters** | `period` (default 20), `alpha` (default 0.5) |
| **Outputs** | Single series (Tukey_w) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- TUKEY_W applies the Tukey (tapered cosine) window as FIR filter weights, offering a single parameter $\alpha$ that controls the fraction of the win...
- Parameterized by `period` (default 20), `alpha` (default 0.5).
- 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.
> "John Tukey designed a window with a knob that goes from 'do nothing' to 'full Hann' in one parameter. Set alpha to 0.5 and you get the pragmatist's compromise: flat where it matters, tapered where it would otherwise ring."