weighted moving average

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weighted moving average

[¦wād·əd ¦müv·iŋ ′av·rij]
(statistics)
A method used for smoothing data in a time series in which each observation being averaged is given a weight which reflects its relative importance in calculating the average.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
References in periodicals archive ?
Of all the Moving Averages, the most widely used is the 200 SMA.
Through the extensive review of the available literature on the moving average technical trading rules and a thorough study of the trends and behavior of the Pakistan Stock Exchange, this research study intends to inquire upon the following research question:
A moving average fund is expected to smooth government expenditure because the contribution to expenditure of natural resource revenue net of deposits and withdrawals from the fund depends only on the moving average of natural resource revenue, not on current resource revenue.
The exponential moving average is a type of low-pass filter which belongs to the group of infinite impulse response (IIR) filter.
Different windows discussed in this paper are exponential, moving average (rectangular), triangular and trapezoidal shaped.
MACD (Moving Average Convergence Divergence) indicator -- The indicator consists of the MACD line and a signal line.
"ADX managed actually to continue its rise following our last analysis and succeeded in crossing over its short-term moving average on mid of September, hence it gave a buy signal once again for short-term investors at levels higher than 3,694 point.
The broader NSE index declined 0.83 per cent, or 49.05 points, to end at 5,833.20, also falling three per cent for the week, closing below its 200-day moving average for the first time since September 6.
The MACD index is printing in negative territory, after creating a weekly sell signal as the spread (the 12-day moving average minus the 26-day moving average) crosses below the 9-day moving average of the spread.
Therefore, the three-month moving average is a more reliable indicator, CBS said.
We supposed that a 100-day moving average could act as a support level, yet currency market situation and euro growth (dollar weakening) expected to start today indicate that the index might stop declining and go up.
His remarks, reported by Reuters, came as Brent October crude rose 19 cents to $ 112.45 a barrel at 1739 GMT, having fallen to $ 111.71, putting the 200-day moving average of $ 111.45 in sight.