Abbreviation: Lag(LinWgtAvg)
Category: Advanced Linearly Weighted Moving Average
Input Parameters:
| Name | Range | Default |
| Time Series | Close | |
| Lag Amount | Int >= 1 | 5 |
| LinWgtAvg Periods | Int>= 1 | 5 |
Calculation:
Lag(LinWgtAvg(X, n), L)
where
X = Time Series
L = Lag Amont
n = LinWgtAvg Periods
LinWgtAvg represents Linearly Weighted Moving Average
Lag represents Lag
Discussion:
This indicator provides a lagged smoothing of a time series by calculating the lag of the moving average of a time series.