SimpleMovingAverage(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.
Syntax
'Declaration Public Overloads Shared Function SimpleMovingAverage( _ ByVal s As Series, _ ByVal elementValue As ElementValue, _ ByVal lengthOfMA As Integer _ ) As Series
'Usage Dim s As Series Dim elementValue As ElementValue Dim lengthOfMA As Integer Dim value As Series value = FinancialEngine.SimpleMovingAverage(s, elementValue, lengthOfMA)
public static Series SimpleMovingAverage( Series s, ElementValue elementValue, int lengthOfMA )
Parameters
- 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 Value
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 |
---|---|
System.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.
Requirements
Target Platforms: Windows 7, Windows Vista SP1 or later, Windows XP SP3, Windows Server 2008 (Server Core not supported), Windows Server 2008 R2 (Server Core supported with SP1 or later), Windows Server 2003 SP2
See Also