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lib/trends_IIR/ahrens/Ahrens.md
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# AHRENS: Ahrens Moving Average
# AHRENS: Ahrens Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (IIR MA) |
| **Inputs** | Source (close) |
| **Parameters** | `period` (default 9) |
| **Outputs** | Single series (Ahrens) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- AHRENS is a recursive IIR filter that adjusts toward the source price minus the midpoint of its current and lagged (by one period) states.
- Parameterized by `period` (default 9).
- 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.
> "Richard Ahrens looked at the EMA and thought: what if the correction term accounted for where the average was, not just where it is? The result is a self-referencing IIR filter that uses its own history as a stabilizer."