Documentation |
Leading and lagging moving averages chart
movavg(Asset, Lead, Lag, Alpha) [Short, Long] = movavg(Asset, Lead, Lag, Alpha)
Asset | Security data, a vector of time-series prices. |
Lead | Number of samples to use in leading average calculation. A positive integer. Lead must be less than or equal to Lag. |
Lag | Number of samples to use in the lagging average calculation. A positive integer. |
Alpha | (Optional) Control parameter that determines the type of moving averages. 0 = simple moving average (default), 0.5 = square root weighted moving average, 1 = linear moving average, 2 = square weighted moving average, and so on. To calculate the exponential moving average, set Alpha ='e'. |
movavg(Asset, Lead, Lag, Alpha) plots leading and lagging moving averages.
[Short, Long] = movavg(Asset, Lead, Lag, Alpha) returns the leading Short and lagging Long moving average data without plotting it.