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simple moving average

См. также в других словарях:

  • Simple Moving Average - SMA — A simple, or arithmetic, moving average that is calculated by adding the closing price of the security for a number of time periods and then dividing this total by the number of time periods. Short term averages respond quickly to changes in the… …   Investment dictionary

  • Simple moving average crossover — In statistics of time series, a simple moving average (SMA) crossover results from plotting two moving averages each based on a different period. The moving average formed by the shorter of the two periods is called the fast moving average, and… …   Wikipedia

  • Simple moving average — The mean, calculated at any time over a past period of fixed length. The New York Times Financial Glossary * * *    An unweighted moving average.    ► See also Moving Average …   Financial and business terms

  • simple moving average — The mean, calculated at any time over a past period of fixed length. Bloomberg Financial Dictionary * * *    An unweighted moving average.    ► See also Moving Average …   Financial and business terms

  • SIMPLE MOVING AVERAGE — Метод сглаживания данных цены, в котором цены складываются вместе и затем усредняются. Как только добавляются новые данные цены, то старые данные опускаются …   Малая энциклопедия трейдера: глоссарий к книге

  • SIMPLE MOVING AVERAGE — (простое скользящее среднее) среднее значение, определенное из предыдущего периода фиксированной длины; для каждого последующего отсчета период сдвигается по времени; величина периода определяет сглаживание; …   Глоссарий финансовых и биржевых терминов

  • Moving average — For other uses, see Moving average (disambiguation). In statistics, a moving average, also called rolling average, rolling mean or running average, is a type of finite impulse response filter used to analyze a set of data points by creating a… …   Wikipedia

  • Moving-average crossover — In the statistics of time series, and in particular the analysis of financial time series for stock trading purposes, a moving average crossover occurs when, on plotting two moving averages each based on different degrees of smoothing, the traces …   Wikipedia

  • Moving average (disambiguation) — The term moving average is used in different contexts, Moving average as used in the graphical presentation of time series data Moving average model for time series data in statistics (subset of ARMA models) Moving average filter, a simple type… …   Wikipedia

  • Exponential Moving Average - EMA — A type of moving average that is similar to a simple moving average, except that more weight is given to the latest data. The exponential moving average is also known as exponentially weighted moving average . This type of moving average reacts… …   Investment dictionary

  • Linearly Weighted Moving Average — A type of moving average that assigns a higher weighting to recent price data than does the common simple moving average. This average is calculated by taking each of the closing prices over a given time period and multiplying them by its certain …   Investment dictionary

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