Sine Weighted Moving Average

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Sine Weighted Moving Average

Postby 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(PI*1/(N+1))
Weight= sin(PI*(N)/(N+1))+ sin(PI*(N-1)/(N+1))+…+ sin(PI*1/(N+1)).

SineWMA_MQL.PNG


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Alexander.Gettinger
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