[OT] avgs and moving avgs

Discussion in 'C Programming' started by Bill Cunningham, Oct 17, 2009.

  1. I am kind of reluctant to use technical analysis of securities if they
    are not mathematically sound. I prefer statistics myself but is ther such a
    thing as an exp. moving average or average. I keep all data in my averages
    and don't use MAs so much as I analyze these formulas I will write functions
    for them. Here's two pages is this for real?

    http://en.wikipedia.org/wiki/Moving_average_(finance)#Modified_Moving_Average
    http://www.pandacash.com/technical-analysis/moving-average/exponential.htm

    Bill
     
    Bill Cunningham, Oct 17, 2009
    #1
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  2. http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average

    Maybe it's this page.

    Thanks to those concerned.
     
    Bill Cunningham, Oct 17, 2009
    #2
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  3. Bill Cunningham

    user923005 Guest

    First, you must ask yourself, "What's the point of a moving average?"

    The idea of a moving average is to smooth the data so that (for
    instance) hourly or daily ups and downs get the jitter removed so that
    we can examine weekly or monthy trends. We may also average over
    longer periods so that we can compare long time series data to see
    seasonal trends or trends over decades or even centuries. Typically,
    this is created via a ring buffer, but other techniques are used as
    well.

    A moving average is nothing more than a sliding window, where you
    decide that everything within the sliding window will be combined as
    an average figure so that the tiny jitter values can be smoothed to
    see the overall trend more clearly.

    I suggest that posts that are strictly concered with "moving average"
    might be better posed on if you have questions
    about the efficiency or nature of the algorithm, on for questions about the mathematical basis and here on
    if you have specific questions about an
    implementation of your algorithm in C and you want to know if some
    fragment is correct.
     
    user923005, Oct 17, 2009
    #3
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