Moving average of a financial time series
movavg
is updated to accept data input as a matrix, table
, or timetable
.
The syntax for movavg
has changed. There is no longer support for
the input arguments Lead
and Lag
, only a single
windowSize
is supported, and there is only one output argument
(ma
). If you want to compute the leading and lagging moving
averages, you need to run movavg
twice and adjust the
windowSize
.
computes the moving average (MA) of a financial time series.ma
= movavg(Data
,type
,windowSize
)
adds an optional argument for ma
= movavg(___,Initialpoints
)Initialpoints
.
[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 184–192.