WMA Indicator: Formula, Settings and How to Read It
The WMA (weighted moving average) averages the last N samples with linear weights: the oldest counts 1, the newest counts N, and the sum is divided by N(N+1)/2. Senzoukria defaults to a 20-period WMA on the bar close, with delta and volume also available as sources.
Senzoukria · Indicators · Updated September 2026
WMA ships with the Senzoukria desktop app, in the Averages & volatility group of the indicator catalogue. It is drawn on the price chart.
What WMA measures
Each position in the window has a fixed weight equal to its rank, so in a 20-period WMA the newest bar contributes 20 units of a 210-unit total while the oldest contributes 1. The mean therefore leans toward recent data without any recursion: only the last N samples take part, and a sample leaves the window carrying the smallest weight rather than a full share. Applied to Delta or Volume, the same weighting favours the aggression or the size of the newest bars over those at the far end of the window.
The formula, as implemented
This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
WMA_N(source) : poids linéaires 1..N (le plus récent pèse N), dénominateur N(N+1)/2. Défaut N=20.
How to read it
- Compare the WMA with a simple average of the same length: the gap between the two measures how much recent bars differ from older ones.
- A WMA turning while price still moves in the previous direction means the newest bars, which hold most of the weight, have already changed sign.
- Because the oldest bar carries the smallest weight, the line does not step when an old outlier expires; a visible turn comes from new bars.
- Treat closeness between price and the line as a neutral state rather than a setup: the line summarises closes, it does not report an order-flow event.
Parameters and defaults
Period defaults to 20 in a 1 to 500 range. The weighting is fixed and linear, so responsiveness changes only through the period: a short window concentrates the weight on very few bars and makes the line jump with them, a long one spreads it while still favouring the recent end. Source defaults to Close and also accepts Delta or Volume.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Period | number | 20 | 1 – 500 |
| Source | choice | Close | Close, Delta, Volume |
What it does not show
Linear weighting reduces lag relative to an equally weighted average without removing it, and the line still turns after the move that caused the turn. The heavier weight at the right edge makes the WMA sensitive to a single unusually large or unusually thin bar. On thin sessions, where a handful of prints sets the close, that sensitivity amplifies prints that may not represent the session. With the source set to Delta or Volume the output is a smoothed quantity of traded size, not a price level, and has to be read on its own scale.
Using it in Senzoukria
Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.
Related indicators
- ZLEMA — Averages & volatility
- VWMA — Averages & volatility
- KAMA — Averages & volatility
- ALMA — Averages & volatility
- McGinley Dynamic — Averages & volatility
- LSMA — Averages & volatility
See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.
Frequently asked questions
- How is a weighted moving average calculated?
- Each of the last N values is multiplied by its rank in the window, from 1 for the oldest to N for the newest, the products are summed, and the total is divided by N(N+1)/2. For a 20-period WMA the divisor is 210 and the latest bar accounts for 20 of those 210 units.
- Is a WMA faster than an SMA of the same length?
- It responds sooner, because the newest bars hold most of the weight while the oldest hold almost none. Both use exactly the same window, so neither looks further back than N bars. The faster response also means the WMA reacts more to a single large recent bar.
- What weight does the most recent bar get in a WMA?
- The largest one, equal to the period N. With the default period of 20 the current bar counts for 20 units of the 210-unit total, against 1 unit for the oldest bar in the window. The weights in between rise by one unit per bar, which is what makes the profile linear rather than exponential.