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SmoothingType Enum

The SmoothingType enum defines the available smoothing techniques for moving average calculations in technical indicators. These methods help reduce noise and identify trends in time series data.

Enum Import

from trading_strategy_tester.enums.smoothing_enum import SmoothingType

Enum Members

  • SmoothingType.RMA — 'RMA'
    Running Moving Average. Also known as Wilder’s Moving Average. It gives more weight to older values than EMA.

  • SmoothingType.SMA — 'SMA'
    Simple Moving Average. Unweighted mean of the previous N data points.

  • SmoothingType.EMA — 'EMA'
    Exponential Moving Average. Applies exponentially decreasing weights to past data points, giving more importance to recent values.

  • SmoothingType.WMA — 'WMA'
    Weighted Moving Average. Assigns a linear weight to each value in the series, with recent data weighted more heavily.

Usage Example

atr_series = ATR(ticker='AAPL', length=14, smoothing_type=SmoothingType.EMA)

This example shows how to use the SmoothingType enum when creating an ATR (Average True Range) indicator instance. The SmoothingType.EMA option specifies that the Exponential Moving Average should be used for smoothing the ATR values.