python: calculating exponential moving average

Question

While calculating a simple moving average is as simple as the following:

MAs = closes.rolling(window=MAsWin).mean()

I cannot really find out how to calculate the exponential moving average. I tried many variations of the following but without luck:

MAs = closes.rolling(window= MAsWin, win_type='exponential').mean(std=0.1)

Any help is appreciated. Thank you.

score 1 · Answer 1 · answered Jan 02 '21 at 20:52

I used pandas to calculate EMA. Here is the documentation of EMA function in pandas library https://pandas.pydata.org/pandas-docs/version/0.17.0/generated/pandas.ewma.html And down below there is a similar problem, hope it helps You a bit calculate exponential moving average in python

score 1 · Accepted Answer · answered Jan 02 '21 at 20:53

1

Try with pd.DataFrame.ewm:

MAs = closes.ewm(span=MAsWin, adjust=False).mean()

answered Jan 02 '21 at 20:53

2 Answers2