Moving average with variable period

MAVP adjusts the moving average period dynamically.

Method

tm.ta.mavp(source_close, source_timeperiod, minperiod, maxperiod, matype)

Inputs

Parameter	Argument type	Description	Default Value
source_close	pd.Series	Close prices series	-
source_timeperiod	pd.Series	Time period for source series	-
minperiod	int	Minimum period for the indicator	2
maxperiod	int	Maximum period for the indicator	30
matype	int	Type of Moving Average	0

Outputs

Output	Type
mavp	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Moving average with variable period
    mavp = tm.ta.mavp(data.close, data.timeperiod, minperiod=2, maxperiod=30, matype=0)

    # Get the last value and print
    last_value = mavp.iloc[-1]
    tm.log(f"Last value of Moving average with variable period is {last_value}")

    # Plot the values of mavp
    tm.plot(mavp, title="Moving average with variable period", overlay=False)