Research method
Weighted moving average
Weighted moving average is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph2
How the method is built, and where it has been read
Depends on
Often reviewed together
Exponential smoothing4 readings
Often reviewed together
Moving average16 readings
Read in the archive24 readings
1982Constructing moving averages with weights, alignment, and adaptive lookbacks1988Indicator smoothing: lookback, weight, and scale1990Recency weighting in simple, linear, and exponential moving averages1990Constructing a five-day step-weighted moving average1990Seed and recurrence construction for moving averages1991Constructing standardized sentiment trend filters1992Constructing moving averages with weighting schemes and extra filters1992Constructing simple, weighted, and exponential moving averages1992Constructing a banded weighted open-TRIN oscillator1992Constructing a weighted-average TRIN10 with Bollinger envelopes1993Evaluating a weighted dual rate-of-change momentum filter1993Constructing equal, linear and exponential moving averages1993Constructing an exponent-weighted average of put-call ratios1993Calibrating the weighted-moving-average exponent1993Constructing a general weighted moving average from one exponent1994Cycle-tuned momentum with spectral peaks1999How a five-bar sine-weighted average is assembled1999Fixed-lag construction of moving-average smoothers2003How a rolling linear-regression endpoint is assembled as a moving-trend2003Same-scale trend filter from a rolling least-squares endpoint2004Constructing a volume-weighted moving average as a forecast baseline2005Constructing a move, volume and recency weighted average2010Assembling a smoothed percent-b oscillator from Heikin-Ashi and stacked averages2016MACD as a zero-line filter with dual moving averages
This registry entry describes a research method. It is not investment advice and does not make a performance claim.