fxcodebase-backup
Sine Weighted Moving Average
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=63064
Forum: 38 · Topic 63064 · 1 post(s)
Sine Weighted Moving Average
Alexander.Gettinger · Mon Jan 25, 2016 9:12 am
Sine Weighted Moving Average
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)).
Download: