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Technical Studies Reference

Moving Average - Weighted

This study calculates and displays a Weighted Moving Average of the data specified by the Input Data Input.

Let \(X\) be a random variable denoting the Input Data, and let \(X_i\) be the value of the Input Data at Index \(i\). Let the Input Length be denoted as \(n\). Then we denote the Moving Average - Weighted at Index \(t\) for the given Inputs as \(WMA_t(X,n)\), and we compute it for \(t \geq n - 1\) as follows.

\(\displaystyle{WMA_t(X,n) = \left. \left(\sum_{i=t-n+1}^t(n - t + i)X_i\right) \middle/ \left(\frac{n(n+1)}{2}\right)\right.}\)

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



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*Last modified Tuesday, 27th September, 2022.