1999 Jun: Sine-Weighted Moving Average, by Patrick Lafferty

[eSignal]

File Name: MovAvgSine_Weightd.efs

Description:
Mov Avg Sine-Weightd

Formula Parameters:
Length : 5
Thickness : 2
Line Color : Green
Display Cursor Labels : True


Notes:
Mov Avg Sine-Weightd Indicator
Patrick Lafferty's article How Smooth Is Your Data Smoother? Uses
the sine calculation to create a smoothed moving average. The basis
of the sine-weighted moving average is calculated using the sine
function in EFS.
The related article is copyrighted material. If you are not
a subscriber of Stocks & Commodities, please visit www.traders.com.


Download File:
MovAvgSine_Weightd.efs



EFS Code:

/*********************************
Provided By:  
    eSignal (Copyright c eSignal), a division of Interactive Data 
    Corporation. 2008. All rights reserved. This sample eSignal 
    Formula Script (EFS) is for educational purposes only and may be 
    modified and saved under a new file name.  eSignal is not responsible
    for the functionality once modified.  eSignal reserves the right 
    to modify and overwrite this EFS file with each new release.

Description:        
    Mov Avg Sine-Weightd

Version:            1.0  01/14/2009

Formula Parameters:                     Default:
    Length                              5
    Thickness                           2
    Line Color                          Green
    Display Cursor Labels               True

Notes: 
    Mov Avg Sine-Weightd Indicator
    Patrick Lafferty's article How Smooth Is Your Data Smoother? Uses
    the sine calculation to create a smoothed moving average. The basis
    of the sine-weighted moving average is calculated using the sine
    function in EFS. 
    The related article is copyrighted material. If you are not
    a subscriber of Stocks & Commodities, please visit [url]www.traders.com.[/url]

**********************************/

var fpArray = new Array();
var bInit = false;

function preMain() {
    setPriceStudy(true);
    setShowCursorLabel(false);
    setShowTitleParameters( false );
    setStudyTitle("Mov Avg Sine-Weightd");
    setCursorLabelName("Sine-Weightd", 0);
    setDefaultBarFgColor(Color.green, 0);
    setPlotType(PLOTTYPE_LINE, 0); 
    setDefaultBarThickness(1, 0);
   
    askForInput();
    var x=0;
    fpArray[x] = new FunctionParameter("LineColor", FunctionParameter.COLOR);
    with(fpArray[x++]){
        setName("Color line");
        setDefault(Color.green);
    }    

    fpArray[x] = new FunctionParameter("ViewValue", FunctionParameter.BOOLEAN);
    with(fpArray[x++]){
        setName("Display Title Value");
        setDefault(true);
    }    
    
    fpArray[x] = new FunctionParameter("Length", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setName("Length");
        setLowerLimit(1);        
        setDefault(5);
    }

    fpArray[x] = new FunctionParameter("Thickness", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setName("Thickness line");
        setLowerLimit(1);        
        setDefault(2);
    }
}

var xSWMA = null;

function main(Length, LineColor, Thickness, ViewValue) {
var SWMA = 0;
    if ( bInit == false ) { 
        setDefaultBarFgColor(LineColor, 0);
        setDefaultBarThickness(Thickness, 0);
        setShowCursorLabel(ViewValue);
        xSWMA = efsInternal("Calc_SWMA", Length);
        bInit = true; 
    } 

    SWMA = xSWMA.getValue(0);
    if (SWMA == null) return;
    return SWMA; 
}

function Calc_SWMA(Length){
var nRes = 0;
var Numerator = 0;
var Denominator = 0;
var Factor = 180 / 6;
var pi = 3.1415926;

    if (getCurrentBarCount() < Length) return;
    for (var i = 0; i <= Length; i++) {
        Numerator += Math.sin(pi * (i * Factor) / 180) * close(-(Length-i)); 
        Denominator += Math.sin(pi * (i * Factor) / 180);
    }
    if (Denominator != 0 ) {
        nRes = Numerator / Denominator;
    }
    if (nRes == null) return;
    return nRes;
}