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Power weighted moving average (PWMA)
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=61506
Forum: 38 · Topic 61506 · 1 post(s)
Power weighted moving average (PWMA)
Alexander.Gettinger · Thu Nov 20, 2014 6:06 pm
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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