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Weighted Moving Average (WMA)

Weighted Moving Average is the linear weighted average of price over a lookback window. This also called Linear Weighted Moving Average (LWMA). [Discuss] 💬

// C# usage syntax (with Close price)
IEnumerable<WmaResult> results =
  quotes.GetWma(lookbackPeriods);

Parameters

lookbackPeriods int - Number of periods (N) in the lookback window. Must be greater than 0.

Historical quotes requirements

You must have at least N periods of quotes to cover the warmup periods.

quotes is a collection of generic TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response

IEnumerable<WmaResult>

• This method returns a time series of all available indicator values for the quotes provided.
• It always returns the same number of elements as there are in the historical quotes.
• It does not return a single incremental indicator value.
• The first N-1 periods will have null values since there’s not enough data to calculate.

WmaResult

Date DateTime - Date from evaluated TQuote

Wma double - Weighted moving average

Utilities

• .Condense()
• .Find(lookupDate)
• .RemoveWarmupPeriods()
• .RemoveWarmupPeriods(qty)

See Utilities and helpers for more information.

Chaining

This indicator may be generated from any chain-enabled indicator or method.

// example
var results = quotes
    .Use(CandlePart.HL2)
    .GetWma(..);

Results can be further processed on Wma with additional chain-enabled indicators.

// example
var results = quotes
    .GetWma(..)
    .GetRsi(..);