Сглаживание цены

Сенкс, чел! 

Сделал новенький индикатор из твоей формулы

import backtrader as bt


class WeightedPriceDelta(bt.Indicator):
    """
    Weighted average of price plus one-bar and two-bar price changes.

    Formula:
        Y = 0.75 * Sum((P(i) - P(i-1)) + P(i), n) / n
          + 0.25 * Sum((P(i) - P(i-2)) + P(i), n) / n
    """

    lines = ("y",)
    params = dict(period=14)

    plotinfo = dict(subplot=False)
    plotlines = dict(y=dict(color="tab:blue"))

    def __init__(self) -> None:
        period = int(self.p.period)
        if period <= 0:
            raise ValueError("period must be positive")

        one_bar_component = (self.data - self.data(-1)) + self.data
        two_bar_component = (self.data - self.data(-2)) + self.data

        one_bar_average = bt.ind.SumN(one_bar_component, period=period) / period
        two_bar_average = bt.ind.SumN(two_bar_component, period=period) / period

        self.lines.y = 0.75 * one_bar_average + 0.25 * two_bar_average
        self.addminperiod(period + 2)