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Topic: Weighted Average - (for example) Poloniex data (Read 139 times)

thzou
newbie
Activity: 3
Merit: 0
Weighted Average - (for example) Poloniex data
March 25, 2018, 12:24:53 PM
#5
Quote from: Madmim on March 25, 2018, 09:40:54 AM
Like other moving averages weighted moving average also shows average price line but puts more weight on most recent prices and as prices go behind weighted moving average puts less weight on it.

Read the Weighted moving average section of this article to understand how WMA is calculated and weighted https://www.thebalance.com/simple-exponential-and-weighted-moving-averages-1031196


Thank you , i read that. However, i have 1 concern WMA is a actually a method for technical analysis. Why Poloniex have it in stock dataset for each currency. I mean if you pull data for ETH/USD or other currencies , there is a column in dataset called 'Weighted Average' next to columns such as Close,Open,High,Low,Volume...
thzou
newbie
Activity: 3
Merit: 0
Re: Weighted Average - (for example) Poloniex data
March 25, 2018, 12:18:45 PM
#4
Quote from: MoonIsBlue on March 25, 2018, 08:24:27 AM
Quote from: thzou on March 25, 2018, 05:21:13 AM
Hello all !

I am trying to find how poloniex is calculating weighted average price of BTC/USD (for example). How weighted average price is calculated ? What is actually a weighted average price and what represents ?

https://www.investopedia.com/terms/w/weightedaverage.asp Ever thought about just googling it?


This is just the meaning of the statistical weighted average. Ok I know this . And Yes i google it, more than you thought. You did not answer my question. More specifically, how poloniex determines weighted average in 5 minutes intervals ( its the minimum displayable interval to client ) ? Show me the mathematical formula for example.
Madmim
jr. member
Activity: 36
Merit: 12
Re: Weighted Average - (for example) Poloniex data
March 25, 2018, 09:40:54 AM
#3
Like other moving averages weighted moving average also shows average price line but puts more weight on most recent prices and as prices go behind weighted moving average puts less weight on it.

Read the Weighted moving average section of this article to understand how WMA is calculated and weighted https://www.thebalance.com/simple-exponential-and-weighted-moving-averages-1031196
MoonIsBlue
full member
Activity: 406
Merit: 111
Re: Weighted Average - (for example) Poloniex data
March 25, 2018, 08:24:27 AM
#2
Quote from: thzou on March 25, 2018, 05:21:13 AM
Hello all !

I am trying to find how poloniex is calculating weighted average price of BTC/USD (for example). How weighted average price is calculated ? What is actually a weighted average price and what represents ?

https://www.investopedia.com/terms/w/weightedaverage.asp Ever thought about just googling it?
thzou
newbie
Activity: 3
Merit: 0
Re: Weighted Average - (for example) Poloniex data
March 25, 2018, 05:21:13 AM
#1
Hello all !

I am trying to find how poloniex is calculating weighted average price of BTC/USD (for example). How weighted average price is calculated ? What is actually a weighted average price and what represents ?
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