Linearly Weighted Moving Average
A type of moving average that assigns a higher weighting to recent price data than does the common simple moving average. This average is calculated by taking each of the closing prices over a given time period and multiplying them by its certain position in the data series. Once the position of the time periods have been accounted for they are summed together and divided by the sum of the number of time periods.
For example, in a 15-day linearly-weighted moving average, today's closing price is multiplied by 15, yesterday's by 14, and so on until day 1 in the period's range is reached. These results are then added together and divided by the sum of the multipliers (15 + 14 + 13 + ... + 3 + 2 + 1 = 120).
The linearly weighted moving average was one of the first responses to placing a greater importance on recent data. The popularity of this moving average has been diminished by the exponential moving average, but none the less it still proves to be very useful.
For example, in a 15-day linearly-weighted moving average, today's closing price is multiplied by 15, yesterday's by 14, and so on until day 1 in the period's range is reached. These results are then added together and divided by the sum of the multipliers (15 + 14 + 13 + ... + 3 + 2 + 1 = 120).
The linearly weighted moving average was one of the first responses to placing a greater importance on recent data. The popularity of this moving average has been diminished by the exponential moving average, but none the less it still proves to be very useful.
熱門資訊更多
2024,去哪上市?
04/28 11:00
投資人說
NZD/JPY 當日內: 看漲,當 93.50 爲支撐位。
04/27 01:50
KVB昆侖國際
NZD/JPY 當日內: 看漲,當 93.50 爲支撐位。
04/27 01:50
KVB昆侖國際
美元/日元 當日內: 看漲,當 157.37 爲支撐位。
04/27 01:49
KVB昆侖國際
GBP/AUD 當日內: 有上漲的可能,目標價位定在 1.9216 。
04/27 01:49
KVB昆侖國際
英鎊/美元 當日內: 看跌,在 1.2510 之下。
04/27 01:49
KVB昆侖國際