talib.MAVP

Calculates the Moving Average with Variable Period.

    
    
    
talib.MAVP(inReal, inPeriods)

    
    
    
talib.MAVP(inReal, inPeriods, optInMinPeriod)

    
    
    
talib.MAVP(inReal, inPeriods, optInMinPeriod, optInMaxPeriod)

    
    
    
talib.MAVP(inReal, inPeriods, optInMinPeriod, optInMaxPeriod, optInMAType)

Examples

Compute a variable-period average using 10 for up bars and 20 for down bars.

    javascript
    
    
function main() {
    var records = exchange.GetRecords()
    if (!records) return
    var closes = records.map(function(r) { return r.Close })
    // period per bar: 10 for up bars, 20 for down bars (for illustration only)
    var periods = records.map(function(r) { return r.Close > r.Open ? 10 : 20 })
    var ret = talib.MAVP(closes, periods, 10, 20)
    Log(ret)
}

    python
    
    
import talib
import numpy as np
def main():
    records = exchange.GetRecords()
    if not records:
        return
    # period per bar: 10 for up bars, 20 for down bars (for illustration only)
    periods = np.array([10.0 if r["Close"] > r["Open"] else 20.0 for r in records])
    ret = talib.MAVP(records.Close, periods, 10, 20)
    Log(ret)

Returns

Arguments

See Also

Remarks

TA-Lib equivalent: MAVP(Array(inReal),Array(inPeriods),Min Period = 2,Max Period = 30,MA Type = 0) = Array(outReal).

The i-th value is the moving average of inReal up to element i with period inPeriods[i]; the first optInMaxPeriod - 1 values are NaN (regardless of the actual values in inPeriods).

Both inputs must be numeric arrays: in JavaScript, extract a field from the K-line data with map first; if a K-line array is passed, both inputs take the close price of the same K-line data and the result is meaningless; arrays of different lengths raise an error. In Python, both inputs must be numpy arrays of type float64.