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Power weighted moving average (PWMA)
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=64802
Forum: 48 · Topic 64802 · 1 post(s)
Power weighted moving average (PWMA)
Alexander.Gettinger · Wed Jun 14, 2017 11:45 am
Formula: PWMA = SUM(Price(i)*(i^Power), Length)/SUM(i^Power, Length).
For Power=1 PWMA is identical to Linear Weighted Moving Average (LWMA).
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