Overload List
| Overload | Description |
|---|---|
| LinearlyWeightedMovingAverage(String,Series,Int32) | Returns the value of the Linearly Weighted Moving Average (LWMA) for all periods for which sufficient historical data is provided. |
| LinearlyWeightedMovingAverage(Series,Int32) | Returns the value of the Linearly Weighted Moving Average (LWMA) for all periods for which sufficient historical data is provided. |
| LinearlyWeightedMovingAverage(SeriesCollection,Int32) | Returns the value of the Linearly Weighted Moving Average (LWMA) for all periods for which sufficient historical data is provided. |
Exceptions
| Exception | Description |
|---|---|
| ArgumentException | Thrown 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.