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https://www.quantopian ema

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Prickly Platypus on Mar 23, 2020

def EMA(length, inputs=USEquityPricing.close, mask=QTradableStocksUS()):  
    return (  
        ExponentialWeightedMovingAverage(  
            inputs=[inputs],  
            window_length=length,  
            mask=mask,  
            decay_rate=(1 - (2.0 / (1 + length)))  
        )  
    )

class RSI_Score(CustomFactor):  
    inputs=[RSI]  
    window_length=1  
    def compute(self, today, assets, out, rsi):  
        rsi_ema = EMA(21, rsi)  
        out[:] = rsi_ema

Source: www.quantopian.com

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