WMA
Summary
Linearly weighted moving average: each of the last N prices is weighted by its position, oldest getting weight 1 and newest weight N. Smooths price while emphasizing recent bars.
Formula
WMA = ( sum_{k=1..N} k * P_k ) / (N(N+1)/2), where P_N is the most recent bar
Notes
- A period of 1 performs no smoothing: the output is a copy of the input. Allowed since 0.6.5 (issues #48/#59).
Inputs
inReal— Source price/data series
Outputs
outReal— Weighted moving average series
Parameters
optInTimePeriod— Number of bars in the weighting window
Implementation
TA-Lib Definition: wma.c · wma.yaml
| Native | File |
|---|---|
| C | ta_WMA.c |
| Rust | wma.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Weighted Moving Average, Linearly Weighted Moving Average, LWMA