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Sine Weighted Moving Average
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=64853
Forum: 48 · Topic 64853 · 1 post(s)
Sine Weighted Moving Average
Alexander.Gettinger · Wed Jun 28, 2017 12:02 pm
Formula: SineWMA[i]=Sum/Weight, where Sum=Price[i-N+1]sin(PI(N)/(N+1))+Price[i-N+2]sin(PI(N-1)/(N+1))+…+Price[i]sin(PI1/(N+1)) Weight= sin(PI(N)/(N+1))+ sin(PI(N-1)/(N+1))+…+ sin(PI*1/(N+1)).
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