Engineering Alpha

Engineering Alpha

The TD Moving Average II in Python

Coding the TD Moving Average II in Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Dec 27, 2022
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Tom Demark has created many interesting indicators, among them is the TD Moving Average II, an overlay technique that aims to reduce lag by incorporating a rate-of-change calculation. This article presents the concept of moving averages and shows how to code the TD Moving Average II.

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