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] 💬

chart for Smoothed Moving Average (SMMA)

// usage
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 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>

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(..);