OPEN-SOURCE SCRIPT

Logarithmic Moving Average

7 936
Logarithmically weighted moving average.

Here is how weight is distributed in LMA and RMA (exponential moving average)
快照

As you know, logarithm of 1 is 0... This means the last bar in specified period will be ignored, and the log curve above applies to LMA of 9 bars.
So one bar should be added to the length when calculating the weight.

Result is faster than simple moving average, but a bit slower than linearly weighted moving average.

免责声明

这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。