| MA |
Enum, String |
The type of moving average algorithm to use. Options are as follows:- CUMULATIVE: Cumulative moving average.
- MEAN: Simple Moving Average with the parameters WINDOW, ONE_SIDED, PAD, WELL_KNOWN, WEIGHTS.
- MEDIAN: Simple moving median with the parameters WINDOW, PAD.
- EXPONENTIAL: Exponential moving average with the parameter LAMBDA.
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| WINDOW |
Integer |
[Dependencies: Only used and required with MA("MEAN") and MA("MEDIAN")] The order (window size) of the moving average to be applied. Odd numbers use the Simple Moving Average formula. Even numbers use the Centered Moving Average formula. For example, WINDOW(6) with MA(MEAN) uses the Centered Moving average algorithm. |
| ONE_SIDED |
Integer |
[Dependencies: Only used optionally with MA("MEAN") .] The indicator for centering. The value 0 means use centering. The value 1 means do not use centering. The default is 0. The last WINDOW entries are averaged to form the current entry. The default is 0. |
| LAMBDA |
FLOAT |
[Dependencies: Only used and required with MA("EXPONENTIAL").] A value between 0 and 1, which represents the degree of weighting decrease. A higher LAMBDA has the effect of discounting older observations faster. |
| PAD |
FLOAT |
[Dependencies: Only used and required with MA("MEAN") and MA("MEDIAN").] The produced output series has the magnitudes set to PAD value for an element less than WINDOW. For example, PAD(4.5) applies a pad value of 4.5 for a series less than WINDOW. |
| WEIGHTS |
FLOAT |
[Dependencies: Only used optionally with MA("MEAN").] The list of weights to be applied when calculating the moving average. The weights must sum up to 1, and be symmetric. If the weights don’t sum up to 1, then the sum from the list of weights divides each element in the list to get a fraction for each element to achieve the same effect of the sum up to 1. The number of elements in the WEIGHTS list must match the WINDOW value. TD_SMOOTHMA uses the number of the WEIGHTS element as the default WINDOW value if it is not specified. |
| WELL_KNOWN |
Enum, String |
[Dependencies: Only used and required with SMA.] One of the supported well-known weighted MA combinations to be applied to the input series. WELL_KNOWN and WEIGHTS must be used in a mutually exclusive fashion. WELL_KNOWN is only applicable to SMA.If WINDOW is not specified, then the function provides the value as follows: - For 3MA, , 3X3MA, and H5MA, WINDOW value is 5.
- For 3X5MA, WINDOW value is 7.
- For H9MA, WINDOW value is 9.
- For 2X12MA, and H13MA, WINDOW value is 13.
- For S15MA, WINDOW value is 15.
- For S21MA, WINDOW value is 21.
- For H23MA, WINDOW value is 23.
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