The triangular moving average (TMA) differs from the simple moving average in that it is double-smoothed; that is, averaged twice. It takes an average over Simple Moving Averages. Double-smoothing keeps the triangular moving average from responding to new data points as fast as the simple moving average. If you want an average that responds quickly to new data points, use the simple moving average or exponential moving average.
- Compute the window size, N:
N=ceil(window_size +1)/2
- Compute the simple moving average of each target column, using this formula:
SMAi = (V1 + V2 + … + VN)/N
The function calculates SMAi on the ith window of the target column from the start of the row.
Vi is the value of the target column at index i in the window.
- Compute the triangular moving average by computing the simple moving average with window size N on the values obtained in step 2, using this formula:
TMA = (SMA1 + SMA2 + … + SMAN)/N
The function writes the cumulative moving average values computed for the first n rows, where n is less than N, to the output table.