"WeightedMovingAverage"(金融指标) 有时缩写为 WMA. 是一个统计指标. 返回一个时间序列,它是前10个时间段的加权移动平均. 使用收盘价进行计算. FinancialIndicator["WeightedMovingAverage",n]使用前n个时间段. 时间序列中的初始值使用部分时间段计算.
The Weighted Moving Average (WMA) gives recent price bars a higher weighting over older price bars. The user may change the input (close), period length and shift number. This indicator’s definition is further expressed in the condensed code given in the calculation below....
This weighted moving average (WMA) calculator can determine the weighted moving average of a given data set with respect to the input vector of weights information
by assigning different weights to those months (typically, more recent months tend to have a larger weight). For example, if we are computing 3-month weighted Moving Averages (WMA), with weights 6, 3, and 2, we would use the following formula to estimate the data value during period \...
Let’s calculate the weighted moving average. Again, we are taking the same sample data. To calculate the WMA, you should have the weights assigned to the particular values. The formula to calculate the weighted moving average is: WMA = [(Latest value * weight) + (Previous value * weight...
Further, some properties of WMA, such as the expected value, variance, and one-step ahead prediction variance, are also discussed. Keywords: moving average; weighed moving average; statistical process control; time-series forecast; sales demand...
average run lengthexponentially weighted moving averageinertiamultivariate control chartsignal resistanceA multivariate extension of the adaptive exponentially weighted moving average (AEWMA) control chart is proposed. The new multivariate scheme can detect small and large shifts in the process mean vector ...
Control charts, such as the moving average (MA) and homogeneously weighted moving average (HWMA) control chart, are commonly used to monitor tiny to moderate changes in the process mean. The mixed control chart methodology was utilized to enhance detection capability. The main objective of this ...
trader_wma— Weighted Moving Average说明 trader_wma ( array $real [, int $timePeriod ] ) : array参数 real 浮点数数组。 timePeriod Number of period. Valid range from 2 to 100000. 返回值 Returns an array with calculated data or false on failure.All...
The simple moving average (SMA) calculates the average price over a specific period, while the weighted moving average (WMA) gives more weight to present data. The exponential moving average (EMA) is also weighted toward the most recent prices, but the rate of decrease between one pr...