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Miha Kralj
2026-02-27 07:48:12 -08:00
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# SINEMA: Sine-Weighted Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (FIR MA) |
| **Inputs** | Source (close) |
| **Parameters** | `period` |
| **Outputs** | Single series (Sinema) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- The Sine-Weighted Moving Average (SINEMA) applies sine-wave weighting to data points within the lookback window.
- Parameterized by `period`.
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Nature doesn't do straight lines, and neither should your weights."
The Sine-Weighted Moving Average (SINEMA) applies sine-wave weighting to data points within the lookback window. Weights follow the formula $w_i = \sin(\pi \cdot (i+1) / N)$, creating a smooth bell-shaped distribution that emphasizes middle values while gracefully tapering at the edges. Unlike SMA's uniform weighting or WMA's linear ramp, sine weighting provides a natural transition that reduces high-frequency noise while preserving mid-frequency trends.
@@ -220,4 +237,4 @@ This produces valid, smooth output from bar 1 without waiting for a full window.
## References
- Harris, F. J. (1978). "On the use of windows for harmonic analysis with the discrete Fourier transform." *Proceedings of the IEEE*, 66(1), 51-83.
- Oppenheim, A. V., & Schafer, R. W. (2010). *Discrete-Time Signal Processing* (3rd ed.). Pearson.
- Oppenheim, A. V., & Schafer, R. W. (2010). *Discrete-Time Signal Processing* (3rd ed.). Pearson.