Smoothed Moving Average (SMMA)
Smoothed Moving Average is the average of price over a lookback window using a smoothing method. SMMA is also known as modified moving average (MMA) and running moving average (RMA). [Discuss] 💬
// C# usage syntax
IEnumerable<SmmaResult> results =
quotes.GetSmma(lookbackPeriods);
Parameters
lookbackPeriods
int
- Number of periods (N
) in the moving average. Must be greater than 0.
Historical quotes requirements
You must have at least 2×N
or N+100
periods of quotes
, whichever is more, to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least N+250
data points prior to the intended usage date for better precision.
quotes
is a collection of generic TQuote
historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
Response
IEnumerable<SmmaResult>
- This method returns a time series of all available indicator values for the
quotes
provided. - It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
N-1
periods will havenull
values since there’s not enough data to calculate.
âšž Convergence warning: The first
N+100
periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
SmmaResult
Date
DateTime
- Date from evaluated TQuote
Smma
double
- Smoothed moving average
Utilities
See Utilities and helpers for more information.
Chaining
This indicator may be generated from any chain-enabled indicator or method.
// example
var results = quotes
.Use(CandlePart.HL2)
.GetSmma(..);
Results can be further processed on Smma
with additional chain-enabled indicators.
// example
var results = quotes
.GetSmma(..)
.GetRsi(..);