Summary
The Weighted Moving Average is a moving average that gives more weith to the latest values.
Syntax
public interface WeightedMovingAverage : MovingAverage, IIndicator
Members
| Name | Type | Summary |
|---|---|---|
| Result | Property | The resulting time series of the WeightedMovingAverage Indicator calculation |
Example 1
private WeightedMovingAverage _weightedMovingAverage;
protected override void OnStart()
{
_weightedMovingAverage = Indicators.WeightedMovingAverage(Source, Period);
}
protected override void OnTick()
{
if(Trade.IsExecuting)
return;
int index = MarketSeries.Close.Count - 1;
if(Symbol.Bid > _weightedMovingAverage.Result[index])
{
Trade.CreateMarketOrder(TradeType.Buy, Symbol, Volume);
}
}