FTB-C000406 / Formula component

Wilder Average Loss

Wilder Average Loss is the Wilder moving average of nonnegative loss-magnitude observations.

Also known assmoothed loss

Definitions

In plain terms

It begins with the arithmetic mean of the first n losses and then updates using alpha one over n.

Technical

The seed count, period, first-ready index, zero losses, missing values, state, revision suffix, and precision must be frozen.

Scope

It is not a signed average and is never negative under valid inputs.

Examples

  • A governed lesson calculates or identifies Wilder Average Loss only after its inputs, window, state, scale, and edge cases are declared.

Common misconceptions

  • It is not a signed average and is never negative under valid inputs.

Concept relationships

Where this concept is used

Evidence and governance

  1. Relative Strength Index TA-Lib · first party technical publication

    Supports: preferred label, short definition, technical definition

    Limits: Seed, flat-series behavior, unstable periods, and platform compatibility must be frozen before claiming parity.

  2. New Concepts in Technical Trading Systems J. Welles Wilder Jr. · first party methodology

    Supports: historical attribution

    Limits: The bibliographic page alone is not an executable specification; equality, seeds, and state transitions require pinned rules.

Reviewed by
fintech-builder-batch-008
Last reviewed
2026-07-29
Next review
2027-07-29
Record status
published