What does (moving average) mean?

移动平均(Moving Average) 滑动/移动平均(Moving Average, MA), 又称移动平均线，是技术分析中一种分析时间序列的常用工具。 常见的移动平均包括简单移动平均(Simple Moving Average, SMA)、权重移动平均(Weight Mo…

What is a moving average in signal processing?

Moving average. Mathematically, a moving average is a type of convolution and so it can be viewed as an example of a low-pass filter used in signal processing. When used with non-time series data, a moving average filters higher frequency components without any specific connection to time, although typically some kind of ordering is implied.

What is the difference between simple moving average and Guppy multiple moving average?

A simple moving average (SMA) is an arithmetic moving average calculated by adding recent closing prices and then dividing that by the number of periods. The Guppy Multiple Moving Average (GMMA) identifies changing trends by combining two sets of moving averages (MA) with multiple time periods.

How to make a moving average in R?

A moving average in R is simple: Where x is your data and width is the length of your averaging window. With the sides parameter of the filter function you can control the position of the window, see the documentation: If sides = 1 the filter coefficients are for past values only; if sides = 2 they are centred around lag 0.