A sine-weighted Moving Average

It has two parameters:

• Period - calculation period
• Applied price - price used for calculation

Calculation:

SineWMA[i]=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)).