OPEN-SOURCE SCRIPT
Volume weighted LSMA
Quick script made by reusing some functions written for other projects. This is a variation on the least squares moving average, but with custom weights on the linear regression. This gives higher weights to recent values and values with high volume.
Behaves very similarly to my volume weighted Hull moving average, especially with the hull smoothing option turned on.
Behaves very similarly to my volume weighted Hull moving average, especially with the hull smoothing option turned on.
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