AlgoTradeSoft

Linear Weighted Moving Average (SDK Trading)

The latest price of a Linearly Weighted Moving Average (LWMA) has the highest weighting, and each prior price has progressively less weight.

Linearly Weighted Moving Average (SDK Trading)

registerIndicator("lwma", "Linear Weighted Moving Average(v1.0)", function (context) {
    var dataInput = getDataInput(context, 0)
    var dataOutput = getDataOutput(context, "lwma")
    var period = getIndiParameter(context, "period")
    var shift = getIndiParameter(context, "shift")

    var calculatedLength = getCalculatedLength(context)

    lwma(dataInput, dataOutput, calculatedLength, period)

    if (shift != null && calculatedLength == 0) {
        setIndiShift(context, "lwma", shift)
    }
},[{
    name: "period",
    value: 5,
    required: true,
    type: PARAMETER_TYPE.INTEGER,
    range: [1, 100]
},{
    name: "shift",
    value: 0,
    required: false,
    type: PARAMETER_TYPE.INTEGER,
    range: [-30, 30]
}],
[{
    name: DATA_NAME.CLOSE,
    index: 0
}],
[{
    name: "lwma",
    visible: true,
    renderType: RENDER_TYPE.LINE,
    color: "steelblue"
}],
WHERE_TO_RENDER.CHART_WINDOW)