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Simple Moving Average (SMA)

Simple Moving Average is the average price over a lookback window. An extended analysis option includes mean absolute deviation (MAD), mean square error (MSE), and mean absolute percentage error (MAPE). [Discuss] 💬

// C# usage syntax (with Close price)
IEnumerable<SmaResult> results =
  quotes.GetSma(lookbackPeriods);

Parameters

lookbackPeriods int - Number of periods (N) in the lookback window. Must be greater than 0.

Historical quotes requirements

You must have at least N periods of quotes to cover the warmup periods.

quotes is a collection of generic TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response

IEnumerable<SmaResult>

• This method returns a time series of all available indicator values for the quotes provided.
• It always returns the same number of elements as there are in the historical quotes.
• It does not return a single incremental indicator value.
• The first N-1 periods will have null values since there’s not enough data to calculate.

SmaResult

Date DateTime - Date from evaluated TQuote

Sma double - Simple moving average

Utilities

• .Condense()
• .Find(lookupDate)
• .RemoveWarmupPeriods()
• .RemoveWarmupPeriods(qty)

See Utilities and helpers for more information.

Analysis

This indicator has an extended version with more analysis.

// C# usage syntax
IEnumberable<SmaAnalysis> analysis =
  results.GetSmaAnalysis();

SmaAnalysis

Date DateTime - Date from evaluated TQuote

Sma decimal - Simple moving average

Mad double - Mean absolute deviation

Mse double - Mean square error

Mape double - Mean absolute percentage error

Chaining

This indicator may be generated from any chain-enabled indicator or method.

// example
var results = quotes
    .Use(CandlePart.Volume)
    .GetSma(..);

Results can be further processed on Sma with additional chain-enabled indicators.

// example
var results = quotes
    .GetSma(..)
    .GetRsi(..);