Sine-Weighted Moving Average
Posted: Thu Jul 11, 2013 6:30 amSineWMA[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(PI*1/(N+1))
Weight= sin(PI*(N)/(N+1))+ sin(PI*(N-1)/(N+1))+…+ sin(PI*1/(N+1)).
SWMA.lua- (2.4 KiB) Downloaded 770 times