SMA
Summary
Simple Moving Average: the unweighted arithmetic mean of the last N input values. Used to smooth a series.
Formula
SMA_t = (1/N) * sum_{i=t-N+1}^{t} inReal_i
Notes
- A period of 1 performs no smoothing: the output is a copy of the input. Allowed since 0.6.5 (issues #48/#59).
Inputs
inReal— Source series to average
Outputs
outReal— Simple moving average of the input
Parameters
optInTimePeriod— Number of bars in the averaging window
Implementation
TA-Lib Definition: sma.c · sma.yaml
| Native | File |
|---|---|
| C | ta_SMA.c |
| Rust | sma.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
simple moving average