Moving Average (MA) . Moving Average . , , .
: , , , . Moving Average , , , . .
Moving Average , . (Simple Moving Average) . (Exponential Moving Average) (Linear Weighted Moving Average) .
. Moving Average , .
. , , . . : Moving Average , Moving Average .
Simple Moving Average (SMA)
Exponential Moving Average (EMA)
Smoothed Moving Average (SMMA)
Linear Weighted Moving Average (LWMA) -
(Simple Moving Average, SMA)
, , , , 12 .
SMA = SUM (CLOSE, N)/N
SUM ;
CLOSE (i) ;
N .
(Exponential Moving Average, EMA)
. . - :
EMA = (CLOSE (i)*P) + (EMA (i-1)*(100-P))
CLOSE (i) ;
EMA (i-1) ;
P .
(Smoothed Moving Average, SMMA)
(SMA).
SUM1 = SUM(CLOSE, N)
SMMA1 = SUM1/N
:
SMMA (i) = (SUM1-SMMA1+CLOSE (i))/N
SUM ;
SUM1 N , ;
SMMA (i - 1) ;
SMMA (i) ( );
CLOSE (i) ;
N .
- (Linear Weighted Moving Average, LWMA)
, . .
LWMA = SUM (Close (i)*i, N)/SUM (i, N)
SUM ;
CLOSE(i) ;
SUM (i, N) ;
N .
