WeightedMovingAverage(String,Series,Series,Int32) Method

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.

Syntax

Visual Basic
C#

public static Series WeightedMovingAverage( 
   string seriesName,
   Series s,
   Series weightSeries,
   int lengthOfMA
)

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

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

Parameters

seriesName: The name of the series which will be displayed on the chart, i.e. its label.
s: An statistical series
weightSeries: A series of doubles which assigns weights to the k-th previous historical values for the given period on which the moving average is being evaluated. Here k is just the length of the weights array given.
lengthOfMA: The number of periods over which the weighted moving average is evaluated.

Return Value

A series where the first term is the value of the moving average corresponding of the latest period, the second term is the value for the previous period and so on.

Exceptions

Exception	Description
System.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.

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