Simple Moving Average (SMA)

[DaveSkender]

Community discussion about Simple Moving Average (SMA)

[ushahx]

Hi Dave, I have a question about the params for SMA. I see History and period only, how about if I want to get the same 20 SMA for 15 min period while I am providing 1min data in the history param? Would the library calculate the different variations like 15 min, 30 day, 1 day periods? If not can this be added as a feature?

[DaveSkender]

An example, SMA(20) with 1min bars will average the last 20 minutes. SMA(20) with 15-minute bars will average the last 5 hours. Not sure if that helps. In both cases it takes the last 20 bars; only, each dataset has a different frequency.

[DaveSkender]

Here are a few suggestions on stock APIs. Note, these are "free" services recommendations. I'm sure there are significantly better API services out there if you want to pay.

[ushahx]

An example, SMA(20) with 1min bars will average the last 20 minutes. SMA(20) with 15-minute bars will average the last 5 hours. Not sure if that helps. In both cases it takes the last 20 bars; only, each dataset has a different frequency.

Thanks for clarification Dave. In this case would it be possible to just pass 1 min data to the SMA function in your indicator and still get the different variations of SMA & Period combinations? I guess I am asking for a feature upgrade of an overload method taking period as a param as well.

Thanks for sharing the stock API link, I have been using Alpaca but saw some gaps in their 1min data bars. I also posted on their slack channel with screenshots.

Also thanks for creating this project it is really useful. Appreciate the efforts.

[DaveSkender]

You’re welcome. I’ll probably not take that on as a feature, but if you were to get 1-minute bars and do the parsing in your wrapper code, you’d still be able to get what you’re seeking.

[DaveSkender]

If you have 1 minute quotes, you can use our aggregation utility to convert it to larger aggregate candle period sizes.

// 10-period SMA for 15 minute quotes,
// starting with 1 minute quotes
var sma10 = oneMinQuotes
  .Aggregate(PeriodSize.FifteenMinutes)
  .GetSma(lookbackPeriods: 10);

[DharmenderTongar]

I think it considers Close to calculate SMA. How to get SMA on Quote Open?

[DaveSkender]

var results = quotes
  .Use(CandlePart.Open)
  .GetSma(lookbackPeriods: 10);

[DharmenderTongar]

Thanks, I got it!