How Can We Help?

Time Series Moving Average

Created On
Last Updated On
byMike
Print
You are here:
< All Topics

TimeSeriesMovingAverage(Vector, Periods)
TSMA(Vector, Periods)
MA Type Argument ID: TIME_SERIES

Overview
A Time Series Moving Average is similar to a Simple Moving Average, except
that values are derived from linear regression forecast values instead of regular
values.

Interpretation
A Moving Average is most often used to average values for a smoother
representation of the underlying price or indicator.

Example
set BUY = CLOSE > TSMA(CLOSE, 30)
Evaluates to true when the close is greater than a 30-day TSMA.

Table of Contents