04. Technical Indicators

M1L4 06 Technical Indicators V6

Note : Moving-window or “rolling” statistics are typically calculated with respect to a past period. Therefore, you won’t have a valid value at the beginning of the resulting time series, till you have one complete period. For instance, when you compute the Simple Moving Average with a 1-month or 30-day window, the result is undefined for the first 29 days. This is okay, and smart data analysis libraries like Pandas will mark these with a special “NA” or “nan” value (not zero, because that would be indiscernible from an actual zero value!). Subsequent processing or plotting will interpret those as missing data points.