INNER CODE UNIT · Python

rma

aticio/legitindicators · legitindicators.py:79

def rma(data, length):
    """Rolled Moving Average

    :param data: list of price data
    :type data: list
    :param length: lookback period for rma
    :type length: int
    :return: RMA of given data
    :rtype: list
    """
    alpha = 1 / length
    romoav = []
    for i, _ in enumerate(data):
        if i < 1:
            romoav.append(0)
        else:
            romoav.append(alpha * data[i] + (1 - alpha) * romoav[i - 1])
    return romoav

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