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Traderoid

WMA Pass

Weighted Moving Average — Series Input

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Overview

WMA Pass applies the linearly Weighted Moving Average to any upstream numeric series. The most recent bar receives weight `period`, the previous bar `period−1`, and so on, making WMA more responsive to recent data than SMA.

Formula

w[i] = period − i for i = 0..period−1 WMA[t] = Σ w[i]·x[t−i] / Σ w[i]

Parameters

ParameterTypeDefaultDescription
periodnumber10Window length in bars.

Inputs & Outputs

PortDirectionTypeDescription
inputInput(number | null)[]Any numeric series (values + timestamps).
valuesOutput(number | null)[]Smoothed output series, null for warm-up bars.
timestampsOutputnumber[]Bar timestamps aligned with values.