Source code for backtrader.indicators.contrib.absolutely_no_lag_lwma
#!/usr/bin/env python
"""Functional-test indicators migrated to contrib.
Generated from a single functional strategy module to preserve file-local
helper functions and constants without cross-test name collisions.
"""
from .. import (
Indicator,
WeightedMovingAverage,
)
__all__ = [
"AbsolutelyNoLagLwma",
]
[docs]
class AbsolutelyNoLagLwma(Indicator):
"""Compute a low-lag LWMA proxy based on nested weighted moving averages."""
lines = ("value",)
params = (("length", 7),)
def __init__(self):
"""Create line value from weighted moving average and set minimum period."""
period = max(2, int(self.p.length))
self.lines.value = WeightedMovingAverage(self.data.close, period=period)
self.addminperiod(period + 2)