Overload List
| Overload | Description |
|---|---|
| WeightedMovingAverage(String,Series,Series,Int32) | Evaluate the Weighted Moving Average(WMA) where the weights associated to all the elements of the historical values are given and the WMA is evaluated for all periods for which there is sufficient historical data. |
| WeightedMovingAverage(Series,Series,Int32) | Evaluate the Weighted Moving Average(WMA) where the weights associated to all the elements of the historical values are given and the WMA is evaluated for all periods for which there is sufficient historical data. |
| WeightedMovingAverage(SeriesCollection,Series,Int32) | Evaluate the Weighted Moving Average(WMA) where the weights associated to all the elements of the historical values are given and the WMA is evaluated for all periods for which there is sufficient historical data. |
| WeightedMovingAverage(String,Series,Double[]) | Here we evaluate the Weighted Moving Average(WMA) where for each period for which the WMA is evaluated the historical terms are weighted in accordance with the same set of weights. |
| WeightedMovingAverage(Series,Double[]) | Here we evaluate the Weighted Moving Average(WMA) where for each period for which the WMA is evaluated the historical terms are weighted in accordance with the same set of weights. |
| WeightedMovingAverage(SeriesCollection,Double[]) | Here we evaluate the Weighted Moving Average(WMA) where for each period for which the WMA is evaluated the historical terms are weighted in accordance with the same set of weights. |
Exceptions
| Exception | Description |
|---|---|
| ArgumentException | Thrown if the length of the weightsSeries and s differ or if either series is empty. |
Remarks
That is, the weights are fixed for all given historical values and the window of length
lengthOfMA over which the GMA is evaluated is shifted along the series.
Application
Generally speaking the WMA where the weights are all set and the window over which GMA is evaluated is shifted is used when you wish to give emphasis to particular dates.
Note: The length of the weights array must equal or be greater
than the length of the historicalPrices series. If it's greater than we
ignore the supplementary values.