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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.



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*Last modified Wednesday, 03rd January, 2018.