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    Use the EMA for ATR instead of the SmoothMovingAverage ?

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    • Dallascat
      Dallascat last edited by

      Hi all!

      I am a fairly new noob here with backtrader. First,I cannot get TA-Lib to install (tons of errors) because I need to use the SINE weighted moving average (SWMA), but nevertheless in using BT built in indicators, how/where can I change the ATR to calculate the EMA instead of the SMA?

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      • A
        ab_trader last edited by

        I believe you can call it as follows to use EMA, but please test it:

        self.atr = bt.indicators.ATR(period=14, movav=MovAv.Exponential)
        
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        • A
          ab_trader last edited by

          This should be correct way:

          self.atr = bt.indicators.ATR(period=14, movav=bt.indicators.MovAv.Exponential)
          
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          • Dallascat
            Dallascat last edited by

            Yes, thank you!!

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