GeometricMovingAverage(Series,ElementValue,Int32) Method

Calculates the Geometric Moving Average(GMA) for a given period for all possible data points (i.e. periods) for which there is sufficient historical data provided.

[Visual Basic]
Overloads Public Shared Function GeometricMovingAverage( _
   ByVal s As Series, _
   ByVal elementValue As ElementValue, _
   ByVal lengthOfMA As Integer _
) As Series

[C#]
public static Series GeometricMovingAverage( 
   Series s,
   ElementValue elementValue,
   int lengthOfMA
);

Parameters

s: A series containing the values of the time series being considered. Where the first element gives the last historical value, the second term the previous periods value and so on.
elementValue: Specifies the particular element value (for example High, Low, Close or Open of the financial time series) which will be considered within this indicator evaluation. In particular, if you wish to use the element value high then you should pass the parameter High. In a similarly fashion if you wish to use the low, close or open, then you should pass the parameter Low, Close, Open, respectively.
lengthOfMA: The number of periods considered within the evaluation of the moving average of each of the periods on which it can be evaluated.

Return Type

A series where the first term corresponds to the Moving Average on the last period and the previous value is the value of the Moving average on the previous period and so on.

Exceptions

Exception	Description
ArgumentException	Thrown if the series is empty.

Remarks

Illustration

If we are considering a traded asset and the periods considered are days then by passing an array containing the closing daily prices of a given asset, and by choosing to use the 5-day Geometric Moving Average (i.e. passing the length of the GMA of 5), then this method will evaluate the Geometric Moving Average (GMA) for all days for which the closing price on that day and the four previous days is known.

See Also

Language