Abbreviation: LinWgtAvg1/LinWgtAvg2 Ratio
Category: Advanced Linearly Weighted Moving Average
Input Parameters:
Name | Range | Default |
Time Series | Close | |
LinWgtAvg1 Periods | Int >= 1 | 5 |
LinWgtAvg2 Periods | Int >= 1 | 10 |
Calculation:
LinWgtAvg(X, n1) / LinWgtAvg(X, n2)
where
X = Time Series
n1 = LinWgtAvg1 Periods
n2 = LinWgtAvg2 Periods
LinWgtAvg represents Linearly Weighted Moving Average
Discussion:
This indicator attempts to quantify movements in a time series by calculating the ratio of a moving average to a different sized moving average.