wma

Syntax

wma(X, window)

Please see TALib for the parameters and windowing logic.

Details

Calculate the Weighted Moving Average (wma) for X in a sliding window of the given length.

The formula is:

Examples

x=12.1 12.2 12.6 12.8 11.9 11.6 11.2
wma(x,3);
// output
[,,12.383333333333332,12.633333333333334,12.316666666666668,11.9,11.450000000000001]

x=matrix(12.1 12.2 12.6 12.8 11.9 11.6 11.2, 14 15 18 19 21 12 10)
wma(x,3);
col1 col2
12.3833 16.3333
12.6333 18
12.3167 19.8333
11.9 16.1667
11.45 12.5

Related functions: sma, trima