Question about confusing example.

[macgormain]

First I want to say thank you for everything you've built. Its incredible.

This example I found was from months back and I can't find the original source. I understand most everything else but the ewm=False and ewm=ewm does not make sense to me. The function will run without them and return a slightly different result.

If anyone could explain where it comes from and what it does I would appreciate it. Both code and results are below

import vectorbt as vbt
import datetime


end_date = datetime.datetime(2022, 5, 20)
start_date = end_date - datetime.timedelta(days = 1)

btc_price = vbt.YFData.download(
    "BTC-USD",
    interval="1m",
    start = start_date,
    end = end_date,
    missing_index='drop'
    ).get("Close")



def test_rsi(close, window=14, ewm=False, lower_band=30, upper_band=70):
    rsi = vbt.RSI.run(close, window=window, ewm=ewm)
    entries = rsi.rsi_crossed_below(lower_band)
    exits = rsi.rsi_crossed_above(upper_band)
    pf = vbt.Portfolio.from_signals(
        close=close,
        entries=entries,
        exits=exits,
        size=100,
        size_type='value',
        init_cash='auto'
        )
    return pf.stats([
        'total_return',
        'total_trades',
        'win_rate',
        'expectancy'
    ])


print(test_rsi(btc_price))

##### Results of function

### without ewm 
# Total Return [%]     0.457004
# Total Trades        22.000000
# Win Rate [%]        52.380952
# Expectancy           0.025329
# dtype: float64

### with ewm  
# Total Return [%]     0.546929
# Total Trades        22.000000
# Win Rate [%]        52.380952
# Expectancy           0.029605

[polakowo]

ewm=False calculates SMA (default), ewm=True calculates EMA

[macgormain]

Thank you. I spent over an hour in the docs doing ctrl+f and could not find "ewm" on its own anywhere. Found a lot of ewm_list() haha

Thanks again for making this