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Sine Weighted Moving Average (amaSWMA)
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.
Category
NinjaTrader 8 Indicators and More
Details:
Sine Weighted Moving Average (amaSWMA)
Category:
NinjaTrader 8 Indicators and More
October 21st, 2017
Size: 2.53 KB
Downloaded: 417 times
Keywords:
average
filter
fir
moving
sine
sineweighted
1915
Fat Tails
View Download Details
November 5th, 2017 08:50 AM
bobc635
Thanks FT !!!
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