Simple Moving Average (SMA)

Namespace: OpenQuant.API.Indicators
Assembly: OpenQuant.API (in OpenQuant.API.dll)

Syntax

Visual Basic (Declaration)
Public Class SMA Inherits Indicator

C#
public class SMA : Indicator

C++
ref class SMA : Indicator

J#
public class SMA extends Indicator

JScript
public class SMA extends Indicator

Remarks

Moving averages are one of the oldest and most popular technical analysis tools, smoothing price fluctuations by averaging over some period. They are used to reveal trends, their drawback is delay of average value against price. Moving averages differ by averaging method applied:

- Simple Moving Average (SMA).
- Weighted Moving Average (WMA).
- Exponential Moving Average(SMA).
- Modified Exponential Moving Average (MSMA).

A moving average is the average price of a security at a given time. When calculating a moving average, you specify the time span to calculate the average price (e.g., 15 days).

This indicator is described in more details in the Steve Achelis' book "Technical Analysis from A to Z".

Formula:

Inheritance Hierarchy

System.Object
OpenQuant.API.Indicator
OpenQuant.API.Indicators.SMA

Thread Safety

Public static (Shared in Visual Basic)staticShared members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Syntax

Remarks

Inheritance Hierarchy

Thread Safety

See Also