sma

Syntax

sma(X, window)

Please see TALib for the parameters and windowing logic.

Details

Calculate the Simple Moving Average (sma) for X in a sliding window of the given length.

The formula is:

Note:

DolphinDB sma and TA-Lib SMA use essentially the same calculation method. The primary differences lie in the execution environment and supported data structures. DolphinDB sma is a built-in TA-Lib function that operates on vectors or matrices in DolphinDB scripts and SQL, whereas TA-Lib SMA is a function that typically processes one-dimensional price series.

Returns

A DOUBLE vector.

Examples

x=12.1 12.2 12.6 12.8 11.9 11.6 11.2
sma(x,3);
// output: [,,12.299999999999998,12.533333333333331,12.433333333333331,12.099999999999999,11.566666666666664]

x=matrix(12.1 12.2 12.6 12.8 11.9 11.6 11.2, 14 15 18 19 21 12 10)
sma(x,3);
col1 col2
12.3 15.6667
12.5333 17.3333
12.4333 19.3333
12.1 17.3333
11.5667 14.3333

Related functions: wma, trima