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System Design | DEC 2003
Moving Average Computations, Made Easier by John F. Ehlers
Moving Average Computations, Made Easier by John F. Ehlers Presenting programming tricks to simplify coding indicators and strategies. A simple moving average of length N is computed by adding N values and dividing the sum by N. The process is repeated on a barby- bar basis. What could be easier? While conceptually simple, coding for long moving averages can quickly become wearisome because there are so many terms.
by John F. Ehlers
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