Added nadaraya-watson channel indicator #698
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Hello @tdgrossi, Cool! 😎 Would be great if you could checkout the development branch and make a PR for that branch. If not possible, I will do it when I get a chance. Kind Regards, |
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Sure thing! Will work on it in the next few weeks. |
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Hi, to use this indicator, should I do file changes manually? because my pandas-ta is up to date and there isn't nwc! |
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Hi @pybymo , we haven't merged this indicator to the master branch, so it's not part of pandas. Further, mind you that I found out that the indicator as is contains lookahead bias (aka repaints). I do have a working version without repainting, but never got a chance to put it here. Might someday. |
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Closes #697
Hi! This code will add the nadaraya-watson channel indicator. It was inspired by this, and this, but turned out quite different in how it approaches the calculation. My implementation is more of a "pure" nadaraya-watson regression, and quite frankly, more efficient with less nested loops. In addition, it allows users to use different kernel models to calculate the regressions (Lux's uses the gaussian kernel).
I'm not a mathematician so don't ask me difficult questions.