SimpleMovingAverage(String,Series,ElementValue,Int32) Method

Calculates the arithmetic(or simple) Moving Average(MA) of 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 SimpleMovingAverage( _
   ByVal seriesName As String, _
   ByVal s As Series, _
   ByVal elementValue As ElementValue, _
   ByVal lengthOfMA As Integer _
) As Series

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

Parameters

seriesName: The name of the series which will be displayed on the chart, i.e. its label.
s: A series where the first term is the most recent historical price, the second term is the previous historical price 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 for 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 moving average (i.e. passing a length of the MA of 5), then this method will evaluate the Moving Average (MA) for all days for which the closing price on that day and the four previous days is known.

See Also

Language