SMA Example

[Nikos84]

Hello Quantiacs, I want to code a simple system based on comparing several moving averages. I am not familiar with xarray, so I convert to pandas data structures and then I code averages on my own using pandas tools.

However, my code is rather slow. Can you show me a snippet with the best practice for coding an SMA in your framework? Then I can adapt easily.

[support]

Hi.

See this example: https://quantiacs.com/documentation/en/examples/btc_futures_trend_following.html

Just replace qnta.lwma with qnta.sma. It is fast enough in most cases.

If it is still slow for you, you can try single-pass implementation. Check out the examples folder, you will see the difference.

Regards.

[Nikos84]

@support Thank you!

[royalbert867]

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