[amibroker] Linear Weighted moving average

["Thomas Z." <tzg@xxxxxxxxxxxxxxxx>]

Hello,

has anyone coded the linear average already for amibroker ?

It is included in metatrader.

 

Linear Weighted Moving Average (LWMA)

In the case of weighted moving average, the latest data is of more value than more early data. Weighted moving average is calculated by multiplying each one of the closing prices within the considered series, by a certain weight coefficient.

LWMA = SUM(Close(i)*i, N)/SUM(i, N)
Where:
SUM(i, N) — is the total sum of weight coefficients.

 

 

 

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Best regards

 

Thomas

www.tradingbasis.com

support@xxxxxxxxxxxxxxxx

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