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 |