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 sc As SeriesCollection, _
ByVal elementValue As ElementValue, _
ByVal lengthOfMA As Integer _
) As SeriesCollection
[C#]
public static SeriesCollection GeometricMovingAverage(
SeriesCollection sc,
ElementValue elementValue,
int lengthOfMA
);
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.
Exception | Description |
---|---|
ArgumentException | Thrown if the series is empty. |
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.
FinancialEngine Class | FinancialEngine Members | Overload List
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