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最近在搞AMA策略,要计算前后AMA差的标准偏差,发现不会算了。哪位同学指点一下?先感谢了!

KAMA calculation

    kama = am.kama(self.n_window, array=True)
    self.kama0 = kama[-1]
    self.kama1 = kama[-2]
    DeltaKama = self.kama0 - self.kama1

    self.ft = 0.8 * am.std(self.n_window)
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可参考https://school.stockcharts.com/doku.php?id=technical_indicators:kaufman_s_adaptive_moving_average

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xiaohe wrote:

可参考https://school.stockcharts.com/doku.php?id=technical_indicators:kaufman_s_adaptive_moving_average

谢谢指点!

我是想计算DeltaKama的标准偏差,是否要把DeltaKama装到一个数组中,然后求标准差?具体怎么实现呢?再次麻烦!

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