A sine weighted moving average (Sine-MA) applies weights to each day in the shape of the bulge in a sine curve from 0 to pi. For an N-day average the weightings are
/ 1 \ / 2 \ / N \ sin | --- * pi |, sin | --- * pi |, ..., sin | --- * pi | \ N+1 / \ N+1 / \ N+1 /
The effect is that middle prices have the greatest weight (much like the TMA, Triangular Moving Average). The graph below shows the weights for N=10. In Chart SWMA is under “Low Priority” in the indicator lists.
Copyright 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2014, 2015, 2016, 2017 Kevin Ryde
Chart is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3, or (at your option) any later version.