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LinearlyWeightedMovingAverage(Series,Int32) Method
See Also 
dotnetCHARTING Namespace > StatisticalEngine Class > LinearlyWeightedMovingAverage Method : LinearlyWeightedMovingAverage(Series,Int32) Method


s
A statistical series.
lengthOfMA
The number of periods over which the moving average is evaluated for each period.
Returns the value of the Linearly Weighted Moving Average (LWMA) for all periods for which sufficient historical data is provided.

Syntax

Visual Basic (Declaration) 
Public Overloads Shared Function LinearlyWeightedMovingAverage( _
   ByVal s As Series, _
   ByVal lengthOfMA As Integer _
) As Series
Visual Basic (Usage)Copy Code
Dim s As Series
Dim lengthOfMA As Integer
Dim value As Series
 
value = StatisticalEngine.LinearlyWeightedMovingAverage(s, lengthOfMA)
C# 
public static Series LinearlyWeightedMovingAverage( 
   Series s,
   int lengthOfMA
)

Parameters

s
A statistical series.
lengthOfMA
The number of periods over which the moving average is evaluated for each period.

Return Value

A series where the first term is the LWMA of length lengthOfMA for the latest period, the second term is the LWMA of length lengthOfMA for the previous period and so on.

Exceptions

ExceptionDescription
ArgumentExceptionThrown if the series s is empty or if its length is less than the lengthofMA.

Remarks

The Linearly Weighted Moving Average (LWMA) weights the time series by assigning a weight of 1, to the oldest price and a weight of 2, to the second oldest price and so on... Until the weight of the most recent value is assigned to be the parameter lengthOfMA, after which the LWMA is given by the sum of the weighted prices divided by the sum of the weights. This indicator then shifts the window (one place back) over which the MA is evaluated and the indicator is then re-evaluated.

See Also

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