Moving Averages (Multi-Method)

Category: trend

A fundamental technical indicator that calculates the average price of an asset over a specified period using SMA, EMA, SMMA, or LWMA methods.

Formula

SMA = \frac{\sum_{i=1}^{n} Price_i}{n} \\ EMA = Price_i \cdot \alpha + EMA_{i-1} \cdot (1 - \alpha) \text{ where } \alpha = \frac{2}{n+1} \\ LWMA = \frac{\sum_{i=1}^{n} (Price_i \cdot (n - i + 1))}{\sum_{i=1}^{n} i} \\ SMMA_i = \frac{SMMA_{i-1} \cdot (n-1) + Price_i}{n}

Inputs

See signal primitives and every published strategy that uses Moving Averages (Multi-Method) on WOBR StrategyVerse.


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