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
| Parameter | Type | Default | Description |
|---|---|---|---|
| period | number | 10 | Window length in bars. |
Inputs & Outputs
| Port | Direction | Type | Description |
|---|---|---|---|
| input | Input | (number | null)[] | Any numeric series (values + timestamps). |
| values | Output | (number | null)[] | Smoothed output series, null for warm-up bars. |
| timestamps | Output | number[] | Bar timestamps aligned with values. |