Inspired by Warren Harding and Derek Melchin for their Trend0 algorithms, I decided to create  my own FIR Filter (Power Weighted Moving Average) for prices and compare them to QC build-in indicators for testing and approval. 

My assumptions were that Power Weighted Moving Average with power = 0 would correspond SMA and with power = 1 would correspond LWMA.

Visually, there is no difference between them, but if you look at the numbers, there is a slight discrepancy. 

First, I would like Derek Melchin to take a look at my code, maybe I am missing something. 

Here is comparison Power Weighted Moving Average (power = 0), SMA and History.mean().