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RE: [amibroker] Linear Weighted moving average

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Hi Tomasz,

 

thank you very much !

I have not know that they are the same.

Fine.

 

 

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Best regards

 

Thomas

www.tradingbasis.com

support@xxxxxxxxxxxxxxxx

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From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
Sent: Monday, January 23, 2006 11:29 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Linear Weighted moving average

 

It's built-in


Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Thomas Z.

Sent: Monday, January 23, 2006 10:41 AM

Subject: [amibroker] Linear Weighted moving average

 

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.

 

 

 

- - - - - - - - - - - - - - - - - - - -

Best regards

 

Thomas

www.tradingbasis.com

support@xxxxxxxxxxxxxxxx

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