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What Is Weighted Moving Average (WMA)?

WMA calculates a moving average that assigns linearly increasing weight to more recent prices, making it more responsive than SMA.

Quick Answer

WMA calculates a moving average that assigns linearly increasing weight to more recent prices, making it more responsive than SMA.

What Does WMA Measure?

The Weighted Moving Average (WMA) is a trend-following overlay that gives progressively more weight to the most recent data points. Unlike a Simple Moving Average where every price has equal influence, a 20-period WMA treats the latest close as 20 times more important than the oldest bar in the window. This makes WMA sit between SMA and EMA in responsiveness — useful when you want smoother lines than EMA but faster reaction than SMA. VaultCharts includes WMA as a free overlay on desktop charts alongside SMA and EMA.

Formula:
WMA = (P1×1 + P2×2 + ... + Pn×n) / (1 + 2 + ... + n), where P1 is oldest and Pn is most recent

How to Read WMA

  • 1Price above WMA suggests bullish short-term trend
  • 2Price below WMA suggests bearish short-term trend
  • 3WMA crossovers with SMA or EMA can signal trend shifts
  • 4Steeper WMA slope indicates stronger recent momentum

How to Use WMA in Trading

Identify trend direction with moderate lag reduction
Compare against SMA and EMA for crossover signals
Use as dynamic support or resistance in trending markets
Smooth price noise while staying responsive to recent moves

WMA Settings

SettingDefaultDescription
Period20Number of periods for WMA calculation
SourceclosePrice source (open, high, low, close)

Common Mistakes to Avoid

Expecting WMA to work well in choppy, range-bound markets
Using the same period across very different timeframes
Taking every crossover without price action confirmation
Assuming WMA is identical to EMA (weighting schemes differ)

Use WMA in VaultCharts

VaultCharts includes Weighted Moving Average with customizable settings. Combine it with our automated pattern detection and trade signals for better analysis.

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