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TECHNICAL / MOVING AVERAGE
SMA_D(days [,offset,series])
Full Description

SMA(bars [,offset,series]): Simple moving average
EMA(bars [,offset,series]): Exponential moving average
VMA(bars [,offset]): Volume weighted moving average
WMA(bars [,offset,series]): Weighted moving average

These functions calculate moving averages for a time series. When evaluates in the past, future splits are reversed out to return a point-in-time value. Please note that our time series are adjusted for dividends to create smooth trends. The parameters are:

bars: the period of the average (use 2-500)
offset: bar offset from the as-of date (use 0-100, defaults to 0)
series: specify alternate time series.

If the requested number of bars to average is greater than the entire number of bars in the time series then this function will return NA.


Examples

To screen for stocks whose 50 bar simple average is above the 200 bar average enter:

SMA(50) > SMA(200)

To screen for stocks whose 50 bar simple average is above the the 50 bar moving average 10 bars ago enter:

SMA(50) > SMA(50,10)

To only buy stocks when the 50 bar simple moving average of the benchmark is above the 200 bar average, enter the following Buy Rule:

SMA(50,0,#Bench) > SMA(200,0,#Bench)

Series Parameter

By default, technical functions access the time series of the instrument in context. Normally, that is the Stock or ETF currently being evaluated or ranked. In specialized Ranking Nodes, the context depends on the node type. For example, in an "Industry Node" (used to rank Industries against each other), the industry benchmarks are the default context.

You can specify a different time-series in several ways like: using GetSeries(), specifying a StockID directly, or using a time series id. See the examples below.

Examples

Get the latest close price using Close(0, series) using different methods for different time series.

Using the ID directly
Using the StockID for SPY:USA* Close(0, 24262)
For the Industry series of the stock being evaluated Close(0,#Industry)
Using a Time Series Id Close(0,$RUI)
For the benchmark Close(0, #Bench)
Using GetSeries
Using a fully qualified ticker Close(0, GetSeries("SPY:USA"))
When USA is your default Close(0, GetSeries("SPY"))
 
See GetSeries() for more examples like for aggregate series
* StockIDs never change

 

Pre-defined Series Ids

These are special series ids. Additional Series Ids can be found in the reference under: MISC→TIME SERIES IDs

Id Description Freq OHLC
Industry and Sector
#Sector Stock's Sector Daily C
#SubSector Stock's SubSector Daily C
#Industry Stock's Industry Daily C
#SubIndustry Stock's SubIndustry Daily C
Miscellaneous
#Bench Benchmark closing prices Daily C
#TNX 10Y Treasury Note Daily OHLC
FED Model series (chart)
#SPRP SP500 Risk Premium Weekly C
#SPEPSCY SP500 EPS CurrentY Weekly C
#SPEPSNY SP500 EPS NextY Weekly C
#SPEPSCNY SP500 EPS Blend Y Weekly C
#SPEPSQ SP500 EPS Blend Q Weekly C
#SPEPSTTM SP500 EPS Trailing 12 months Weekly C
#SPYield SP500 Yield Weekly C

 

Special Series Ids for Moving Averages & Highest/Lowest functions

Id Description Context
#Open Open prices Stock & ETF
#High High prices Stock & ETF
#Low Low prices Stock & ETF
#Vol Volumes Stock & ETF