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Published:
2018.12.18 19:15
SineWMA.mq5 (7.86 KB)view

Sine Weighted Moving Average indicator is a sine-weighted moving average.

It has two configurable parameters:

  • Period - calculation period
  • Applied price

Calculation:

SineWMA = Sum / Weight

where:

Sum= Price[i-N+1] * Sin(PI*(N)/(N+1)) + Price[i-N+2] * Sin(PI*(N-1)/(N+1)) + … + Price[i] * Sin(PI*1/(N+1))
Weight = Sin(PI*(N)/(N+1)) + Sin(PI*(N-1)/(N+1)) + … + Sin(PI*1/(N+1))

Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/22509

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