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Miha Kralj
2026-02-27 07:48:12 -08:00
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# RMA: Running Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (IIR MA) |
| **Inputs** | Source (close) |
| **Parameters** | `period` |
| **Outputs** | Single series (Rma) |
| **Output range** | Tracks input |
| **Warmup** | `ema.WarmupPeriod` bars |
### TL;DR
- The Running Moving Average (RMA), also known as the Smoothed Moving Average (SMMA) or Wilder's Moving Average, is the backbone of J.
- Parameterized by `period`.
- Output range: Tracks input.
- Requires `ema.WarmupPeriod` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Wilder didn't like standard EMA weighting. He wanted history to decay slower. So he invented RMA, which is just EMA with a different alpha, confusing traders for 40 years."
The Running Moving Average (RMA), also known as the Smoothed Moving Average (SMMA) or Wilder's Moving Average, is the backbone of J. Welles Wilder's most famous indicators: RSI, ATR, and ADX. It is functionally identical to an Exponential Moving Average (EMA), but with a smoothing factor ($\alpha$) of $1/N$ instead of $2/(N+1)$. This results in a longer "memory" and slower decay than a standard EMA of the same period.
@@ -94,4 +111,4 @@ Validated against Skender and Ooples.
1. **Initialization**: Like EMA, RMA requires a "warmup" period to converge. Wilder often initialized with a Simple Moving Average (SMA) of the first $N$ bars. QuanTAlib follows this convention.
2. **Naming**: Often called SMMA (Smoothed Moving Average) in other libraries.
3. **Period Mismatch**: Using an EMA(14) where an RMA(14) is expected will result in a much faster-moving line (equivalent to RMA(7.5)).
3. **Period Mismatch**: Using an EMA(14) where an RMA(14) is expected will result in a much faster-moving line (equivalent to RMA(7.5)).