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movavg

Leading and lagging moving averages chart

Syntax

```movavg(Asset,Lead,Lag,Alpha)
```

Arguments

`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'```.

Note

When `Alpha` = `'e'`, the value of the moving average depends on all previous data points (due to the iterative calculation). In this case, the `Lead` and `Lag` parameters are used to calculate the weighting factor for their respective averages (which is different from the number of samples).

Description

`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.

Note

When using `movavg` syntax with output arguments, zero padding is used at the edges of the data. If you use `movavg` without output arguments, there is no zero padding in the data for the plot.

Examples

collapse all

Load the DIS closing prices using `disney.mat`.

`load disney.mat`

Use `movavg` to plot the leading and lagging moving averages for DIS.

```movavg(dis_CLOSE,3,20,1);ylabel('Price') legend('Asset Price','Lagging Long','Leading Short')```