LinearlyWeightedMovingAverage(String,Series,Int32) Method

Returns the value of the Linearly Weighted Moving Average (LWMA) for all periods for which sufficient historical data is provided.

Syntax

Visual Basic
C#

'Declaration
 
Public Overloads Shared Function LinearlyWeightedMovingAverage( _
   ByVal seriesName As String, _
   ByVal s As Series, _
   ByVal lengthOfMA As Integer _
) As Series

'Usage
 
Dim seriesName As String
Dim s As Series
Dim lengthOfMA As Integer
Dim value As Series
 
value = StatisticalEngine.LinearlyWeightedMovingAverage(seriesName, s, lengthOfMA)

public static Series LinearlyWeightedMovingAverage( 
   string seriesName,
   Series s,
   int lengthOfMA
)

Parameters

seriesName: The name of the series which will be displayed on the chart, i.e. its label.
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

Exception	Description
System.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.

Requirements

Target Platforms: Windows 7, Windows Vista SP1 or later, Windows XP SP3, Windows Server 2008 (Server Core not supported), Windows Server 2008 R2 (Server Core supported with SP1 or later), Windows Server 2003 SP2

Reference

StatisticalEngine Class
StatisticalEngine Members
Overload List