trading

Expected Behavior

Supports: Relative Moving Average (RMA)

Actual Behavior

Indicator not yet supported.

Checklist

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• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue

According to @rspadim, functions in entropy.py could use numpy array instead of strings, as it's better to numba.

Guide on how to implement this is available in the comments in PR #311 .

Bloomberg BQuant platform only allows installation of the wheel version of a python library. Please, can you create a wheel version of TA library?

Some suggestions to make it easier to run the backend without the front end. Some of these suggestions might be *ix only:

• a command line parameter to indicate that the back end should start with everything that is pending without waiting for a front end to be available in the browser.
• some instruction to make it work as a daemon (Linux) or service (Windows) to gain independence from the te

this is how Buy & Hold Return is calculated:

        c = data.Close.values
        s.loc['Buy & Hold Return [%]'] = (c[-1] - c[0]) / c[0] * 100  # long-only return

so it's calced use day one and the day last.

Expected Behavior

Buy & Hold Return is used for compare with strategy gain. Therefore, I guess they should started at same time, since the strategy get enough data to w

Is your feature request related to a problem? Please describe.
My request is a new indicator called Clenow momentum.
Describe the solution you'd like
It measures momentum by getting the exponential regression of log prices and the Coefficient of Exponential Regression depending on the rolling days. It can detect trends in a stock as well as the direction of the stock.

**Addition