Moving Averages

We can use a moving average to analyse a set of data points. This is done [automatically] by generating a range of averages from smaller subsets of the data from the full period. A moving average smooths out short-term variation, and highlights long-term inclinations (these short/long-term changes are dependent on the selected time periods). There are a number of different moving averages that we can consider:

• Adaptive Moving Average
• Delta Weighted Moving Average
• Exponential Moving Average
• High/Low Moving Average
• Multiple Moving Average
• Simple Moving Average
• Weighted Moving Average
• Volume Weighted Moving Average

These are all a variation on the Simple Moving Average.