wma
Syntax
wma(X, window)
Please see TA-Lib Functions 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:
\(WMA = (X_1 * 1 + X_2 * 2 + ... + X_n * n) / (1 + 2 + ... + n)\)
Examples
$ x=12.1 12.2 12.6 12.8 11.9 11.6 11.2
$ wma(x,3);
[,,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 |