Moving average with variable period (MAVP)

Summary

Moving average whose period varies per bar, driven by a companion period series. For each bar it computes an MA of the selected type over the (clamped) period given by inPeriods.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outReal: line

Formula

p_i = clamp((int)inPeriods[startIdx+i], optInMinPeriod, optInMaxPeriod); outReal[i] = MA(inReal, p_i, optInMAType) at bar startIdx+i

Notes

Fractional per-bar periods are truncated to whole numbers before being clamped to the minimum and maximum period.
Period values of 1 perform no smoothing (the bar's output equals its input); the minimum allowed period is 1 since 0.6.5.
optInMinPeriod must not exceed optInMaxPeriod; a larger minimum is rejected.

Inputs

inReal — series to be averaged
inPeriods — per-bar desired MA period

Outputs

outReal — variable-period moving average

Parameters

Parameter	Type	Default	Accepted values	Description
`optInMinPeriod`	integer	2	1–10000	Lower clamp for the per-bar period
`optInMaxPeriod`	integer	30	1–10000	Upper clamp for the per-bar period
`optInMAType`	MAType	SMA (0)	any MAType	Moving-average type applied

MAType values: 0 SMA · 1 EMA · 2 WMA · 3 DEMA · 4 TEMA · 5 TRIMA · 6 KAMA · 7 MAMA · 8 T3 · 9 HMA · 10 DISABLED · 11 DEFAULT · 12 ZLEMA · 13 RMA · 14 VIDYA · 15 ALMA

Properties

Numerical Stability: Depends on MA Type — This function's default, SMA, is start-independent.


✅ Overlap Input i
☐ Independent Y-Axis
☐ Candlestick
☐ Display Shift


☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double series[252]; /* your data, oldest first */
double periods[252]; /* one period per bar */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_MAVP( 0, n - 1, series, periods, 2, 30, TA_MAType_SMA, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::{Core, MAType};

let series = vec![0.0; 252]; // your data, oldest first
let periods = vec![0.0; 252]; // one period per bar
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.mavp(0, series.len() - 1, &series, &periods, 2, 30, MAType::SMA,
                      &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.MAType;
import io.github.talib.OutRange;

double[] series = new double[252]; // your data, oldest first
double[] periods = new double[252]; // one period per bar
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.mavp(0, series.length - 1, series, periods, 2, 30, MAType.SMA, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var periods = new double[252]; // one period per bar
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.Mavp(0, series.Length - 1, series, periods, 2, 30, MAType.SMA, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { MAType, mavp } from 'ta-lib';

const series = new Float64Array(252); // your data, oldest first
const periods = new Float64Array(252); // one period per bar

const { begIdx, values } = mavp(series, periods, {
  minPeriod: 2,
  maxPeriod: 30,
  maType: MAType.SMA,
});
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: mavp.c · mavp.yaml

Native	File
C	`ta_MAVP.c`
Rust	`mavp.rs`
Java	`Core_MAVP.java`
C#	`Core_MAVP.cs`
TypeScript	`mavp.ts`

Python: talib.MAVP, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Moving Average Variable Period, Variable Period Moving Average