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Moving Average Trading Series

This module provides two core types of moving averages used widely in technical analysis: Simple Moving Average (SMA) and Exponential Moving Average (EMA).

SMA - Simple Moving Average Trading Series

The SMA trading series represents the Simple Moving Average, calculated as the unweighted mean of the previous length data points.

Parameters

SMA(
    ticker: str,
    source: SourceType = SourceType.CLOSE,
    length: int = 20,
    offset: int = 0
)
  • ticker (str): Asset ticker symbol (e.g., "AAPL").
  • source (SourceType): Price source for calculation. Default is SourceType.CLOSE. Supported sources are linked here.
  • length (int): Lookback period for the average calculation. Default is 20.
  • offset (int): Shifts the series forward/backward. Default is 0.

Description

  • SMA gives equal weight to all values.
  • Smooths price data and is useful for trend identification.

Example Usage

SMA(
    ticker="AAPL",
    source=SourceType.CLOSE,
    length=20,
    offset=0
)

EMA - Exponential Moving Average Trading Series

The EMA trading series represents the Exponential Moving Average, which applies greater weight to more recent data points.

Parameters

EMA(
    ticker: str,
    source: SourceType = SourceType.CLOSE,
    length: int = 20,
    offset: int = 0
)
  • ticker (str): Asset ticker symbol.
  • source (SourceType): Price source for calculation. Default is SourceType.CLOSE. Supported sources are linked here.
  • length (int): Lookback period for calculation. Default is 20.
  • offset (int): Shifts the series forward/backward. Default is 0.

Description

  • EMA reacts more quickly to recent price changes compared to SMA.
  • Often used for dynamic trend-following strategies.

Example Usage

EMA(
    ticker="AAPL",
    source=SourceType.CLOSE,
    length=20,
    offset=0
)