Public Overloads Shared Function TriangularMovingAverage( _
   ByVal s As Series, _
   ByVal elementValue As ElementValue, _
   ByVal lengthOfMA As Integer _
) As Series

Visual Basic (Usage)	Copy Code
Dim s As Series Dim elementValue As ElementValue Dim lengthOfMA As Integer Dim value As Series   value = FinancialEngine.TriangularMovingAverage(s, elementValue, lengthOfMA)

public static Series TriangularMovingAverage( 
   Series s,
   ElementValue elementValue,
   int lengthOfMA
)

Parameters

s

An series where the first term corresponds to value of the market variable (for example, closing price) in the last period, the second term corresponds to the value of the market variable in the previous period and so on.

elementValue

Specifies the particular element value (for example High, Low, Close or Open of the FinancialEngine time series) which will be considered within this indicator evaluation. In particular, if you wish to use the element value high then you should pass the parameter High. In a similarly fashion if you wish to use the low, close or open, then you should pass the parameter Low, Close, Open, respectively.

lengthOfMA

The number of periods over which the moving average is evaluated for each period.

Return Value

Further Explanation

The TMA is a special case of the WeightedMovingAverage, where the term triangular is motivated by the way in which the weights are chosen for the elements of the time series array. For example, for a 7-period TMA, that is when the time series has length 7, the corresponding weights of the time series elements are: 1, 2, 3, 4, 3, 2, 1. In the case of the 6 period TMA the weights would be 1, 2, 3, 3, 2, 1.

Reference