Technical Studies Reference


Moving Average - Sine-Wave Weighted

This study calculates a sine-wave weighted moving average of the data specified by the Input Input Data.

Let \(X\) be a random variable denoting the Input Data, and let \(X_i\) be the value of the Input Data at chart bar \(i\). Then we denote the Moving Average - Sine-Wave Weighted at chart bar \(t\) for the given inputs as \(SWWMA_t(X)\), and we compute it as follows.

\(\displaystyle{SWWMA_t(X) = \left. \left(\sum_{i=1}^5\sin\left(\frac{i\pi}{6}\right)X_{t-i+1}\right) \middle/ \left(\sum_{i=1}^5\sin\left(\frac{i\pi}{6}\right)\right) \right.}\)

For an explanation of the Sigma (\(\Sigma\)) notation for summation, refer to our description here.

Inputs

Spreadsheet

The spreadsheet below contains the formulas for this study in Spreadsheet format. Save this Spreadsheet to the Data Files Folder.

Open it through File >> Open Spreadsheet.

Moving_Average_-_Sine-Wave_Weighted.225.scss


*Last modified Wednesday, 03rd January, 2018.