wma

wma(series, period)

Parameters

• source (series) – Input series

• period (numeric) – MA period

Returns

series

Returns the weighted moving average of source for the period bars.

\[\mathrm{wma} = \frac{\sum_{i=0}^{\mathrm{period} - 1}(\mathrm{period} - i) \mathrm{series}_i}{\sum_{i=1}^{\mathrm{period}}i}\]