movavg (Financial Toolbox)

Leading and lagging moving averages chart

Syntax

movavg(Asset, Lead, Lag, Alpha)
[Short, Long] = movavg(Asset, Lead, Lag, Alpha)

Arguments

Asset
Security data, usually a vector of time-series prices.

Lead
Number of samples to use in leading average calculation. A positive integer. Lead must be less than or equal to Lag.

Lag
Number of samples to use in the lagging average calculation. A positive integer.

Alpha
(Optional) Control parameter that determines the type of moving averages. 0 = simple moving average (default), 0.5 = square root weighted moving average, 1 = linear moving average, 2 = square weighted moving average, etc. To calculate the exponential moving average, set Alpha ='e'.

`Asset`	Security data, usually a vector of time-series prices.
`Lead`	Number of samples to use in leading average calculation. A positive integer. `Lead` must be less than or equal to `Lag`.
`Lag`	Number of samples to use in the lagging average calculation. A positive integer.
`Alpha`	(Optional) Control parameter that determines the type of moving averages. 0 = simple moving average (default), 0.5 = square root weighted moving average, `1` = linear moving average, 2 = square weighted moving average, etc. To calculate the exponential moving average, set `Alpha ='e'`.

Description

movavg(Asset, Lead, lag, Alpha) plots leading and lagging moving averages.

[Short, Long] = movavg(Asset, Lead, lag, Alpha) returns the leading Short and lagging Long moving average data without plotting it.

Examples

If Asset is a vector of stock price data

```
movavg(Asset, 3, 20, 1)
```

plots linear three-sample leading and 20-sample lagging moving averages.

See Also

bolling, candle, dateaxis, highlow, pointfig

months nomrr