NinjaTrader 8 Indicators and More - Sine Weighted Moving Average (amaSWMA)
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Sine Weighted Moving Average (amaSWMA) 5 *
Version 1.0 September 1, 2017

The Sine Weighted Moving Average (SWMA) is a FIR filter that applies weights to each bar of the lookback period in the shape of the bulge in a sine curve from 0 to pi. As a consequence the middle prices of the lookback period have the greatest weight.

The sine weighted moving average is quite similar to a triangular moving average.

I have coded it because it comes as a default moving average with other software packages and has been requested by users.


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Details: Sine Weighted Moving Average (amaSWMA)
Category: NinjaTrader 8 Indicators and More 


October 21st, 2017
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Keywords: average filter fir moving sine sineweighted
 


 
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