Summary
The simple moving average is an average of price within n previous periods.
Remarks
The simple moving average is the unweighted mean of the previous n price data,
where n is the period used for the calculation and price data the price data source, e.g. The closing price.
Syntax
public interface SimpleMovingAverage : MovingAverage, IIndicator
Members
| Name | Type | Summary |
|---|
Example 1
[Indicator]
public class SimpleMovingAverageExample : Indicator
{
[Parameter]
public DataSeries Source { get; set; }
[Parameter(DefaultValue = 14, MinValue = 2)]
public int Periods { get; set; }
[Output("Result", Color = Colors.Orange)]
public IndicatorDataSeries Result { get; set; }
private SimpleMovingAverage _simpleMovingAverage;
protected override void Initialize()
{
_simpleMovingAverage = Indicators.SimpleMovingAverage(Source, Periods);
}
public override void Calculate(int index)
{
var average = _simpleMovingAverage.Result[index];
double sum = 0;
for (var period = 0; period < Periods; period++)
{
sum += Math.Pow(Source[index - period] - average, 2.0);
}
Result[index] = Math.Sqrt(sum / Periods);
}
}