sma
Syntax
sma(X, window)
Please see TA-Lib Functions for the parameters and windowing logic.
Details
Calculate the Simple Moving Average (sma) for X in a sliding window of the given length.
The formula is:
\(SMA = (X_1 + X_2 + ... + X_n) / n\)
Examples
$ x=12.1 12.2 12.6 12.8 11.9 11.6 11.2
$ sma(x,3);
[,,12.299999999999998,12.533333333333331,12.433333333333331,12.099999999999999,11.566666666666664]
$ x=matrix(12.1 12.2 12.6 12.8 11.9 11.6 11.2, 14 15 18 19 21 12 10)
$ sma(x,3);
col1 |
col2 |
|---|---|
12.3 |
15.6667 |
12.5333 |
17.3333 |
12.4333 |
19.3333 |
12.1 |
17.3333 |
11.5667 |
14.3333 |