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)).
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