Weighted moving average

Objective

Provide a weighted moving average of the provided event attributes

Example

time window:
  emitting type: slidingWeightedAverages
  window functions:
    stats summary:
        function:
           weighted moving average:
             parameters:
               period: 500
        attributes: [ ask,bid ]
  policy:
    type: slidingTime
    slide: 500
    window size: 2500

Output attributes

Event output attributes from the above example.

• ask_WMA

• bid_WMA

Response variable

Calculated double value.