Navigation: Realtest Script Language > Syntax Element Details >

WMA or WAvg

 

 

 

 

Category

Multi-Bar Functions

Description

Weighted Moving Average

Syntax

WMA(expr, count)

Parameters

expr - data series formula

count - lookback period

Notes

Either WMA or WAvg can be used as the name of this function.

This type of moving average is calculated by putting the most weight on the most recent bar, fractionally less weight on the next bar, and so on. This link describes how the calculation is done in more detail.

 

 

 

Copyright © 2020-2023 Systematic Solutions, LLC