FTB-C000316 / Statistical method

Wilder Moving Average

Wilder Moving Average is a recursively smoothed average commonly using alpha equal to one divided by the period.

Also known asWilder RMARMA

Intermediate 5 linked topicsPublished

Definitions

In plain terms

It is normally initialized with an n-observation arithmetic mean and then updated recursively.

Technical

The implementation freezes period, input, SMA seed, first-ready index, missing values, resets, and rounding.

Scope

It is not the standard span-n EMA, whose common alpha is 2/(n+1).

Examples

  • A governed lesson uses Wilder Moving Average only with declared inputs, timing, parameters, and edge-case behavior.

Common misconceptions

  • It is not the standard span-n EMA, whose common alpha is 2/(n+1).

Concept relationships

Prerequisites

Related

Required by

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D07-F01-A04 Primary
  • D07-F02-A04 Prerequisite
  • D07-F02-A05 Prerequisite
  • D07-F03-A01 Prerequisite
  • D07-F04-A02 Prerequisite

Evidence and governance

  1. Wilder Smoothing in TA-Lib RSI TA-Lib · first party technical publication

    Supports: preferred label, short definition, technical definition

    Limits: The source is an RSI implementation; applying the recurrence to a standalone RMA requires an explicit input and readiness contract.

Reviewed by
fintech-builder-batch-006
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
published
Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.