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3.5.2.24 Mmovavg
Contents
Description
This function is for calculating modified moving averages. Average value at the starting point = n is calculated by Movavg function, and then other points are calculated by formula similar to Emovavg function with weighting factor /math-16fa23e2afc8da0f98974d36de30ded3.png?v=0 "\alpha = 1/n")
.
/math-4a0e3da95bbfbeb1f47ce7cdfa5544f6.png?v=0 "M_i=\left\{\begin{matrix}
m_n, & \textup{if} \; i = n;\\
(1-\alpha)M_{i-1} + \alpha x_i, & \textup{if} \; i > n,
\end{matrix}\right.")
where /math-eed7e22b9b3ac190ea7e877a80334c33.png?v=0 "m_n")
is the nth point calculated by movavg(x, n-1,0).
Syntax
vector mmovavg(vector vd, int n)
Parameters
vd
- The data vector used to calculate modified moving average.
n
- is the timeperiod.
Return
Return the modified moving average vector.
Example
// Col(2) will be filled with modified moving average value at each point, with stating point = 10. for(ii=1;ii<=30;ii++) col(1)[ii] = ii; col(2)=mmovavg(col(1),10);