Simple Moving Average

Category: trend

A fundamental trend-following indicator that calculates the arithmetic mean of a price source over a specific number of periods.

Formula

SMA_t = \frac{1}{n} \sum_{i=0}^{n-1} P_{t-i}

Inputs

• length (default: 14)
• src (default: close)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.