Simple Moving Average is the average obtained from the data for some t period of time . In normal mean, it’s value get changed with the changing data but in this type of mean it also changes with the time interval . We get the mean for some period t and then we remove some previous data . Again we get new mean and this process continues . This is why it is moving average . This have a great application in financial market . Examples:
Input : { 1, 3, 5, 6, 8 } Period = 3 Output :New number added is 1.0, SMA = 0.3333333333333333 New number added is 3.0, SMA = 1.3333333333333333 New number added is 5.0, SMA = 3.0 New number added is 6.0, SMA = 4.666666666666667 New number added is 8.0, SMA = 6.333333333333333
Approach Given a series of numbers and a fixed subset size, the first element of the moving average is obtained by taking the average of the initial fixed subset of the number series. Then the subset is modified by “shifting forward”, i.e excluding the first number of the series and including the next value in the subset.
Here is a java program to calculate the Simple Moving Average.
// C++ program to calculate // Simple Moving Average #include <bits/stdc++.h> using namespace std;
class SimpleMovingAverage {
// queue used to store list so that we get the average
queue< double > Dataset;
int period;
double sum;
public :
// constructor to initialize period
SimpleMovingAverage( int per) { period = per; }
// function to add new data in the
// list and update the sum so that
// we get the new mean
void addData( double num)
{
sum += num;
Dataset.push(num);
// Updating size so that length
// of data set should be equal
// to period as a normal mean has
if (Dataset.size() > period) {
sum -= Dataset.front();
Dataset.pop();
}
}
// function to calculate mean
double getMean() { return sum / period; }
}; int main()
{ double input_data[]
= { 1, 3, 5, 6, 8, 12, 18, 21, 22, 25 };
int per = 3;
SimpleMovingAverage obj(per);
for ( double x : input_data) {
obj.addData(x);
cout << "New number added is " << x
<< ", SMA = " << obj.getMean() << endl;
}
} // This code is contributed by phasing17 |
// Java program to calculate // Simple Moving Average import java.util.*;
public class SimpleMovingAverage {
// queue used to store list so that we get the average
private final Queue<Double> Dataset
= new LinkedList<Double>();
private final int period;
private double sum;
// constructor to initialize period
public SimpleMovingAverage( int period)
{
this .period = period;
}
// function to add new data in the
// list and update the sum so that
// we get the new mean
public void addData( double num)
{
sum += num;
Dataset.add(num);
// Updating size so that length
// of data set should be equal
// to period as a normal mean has
if (Dataset.size() > period) {
sum -= Dataset.remove();
}
}
// function to calculate mean
public double getMean() { return sum / period; }
public static void main(String[] args)
{
double [] input_data
= { 1 , 3 , 5 , 6 , 8 , 12 , 18 , 21 , 22 , 25 };
int per = 3 ;
SimpleMovingAverage obj
= new SimpleMovingAverage(per);
for ( double x : input_data) {
obj.addData(x);
System.out.println( "New number added is " + x
+ ", SMA = "
+ obj.getMean());
}
}
} |
# Python3 program to calculate # Simple Moving Average # queue used to store list so that we get the average Dataset = []
sum = 0
# function to add new data in the # list and update the sum so that # we get the new mean def addData(num):
global sum
sum + = num
Dataset.append(num)
# Updating size so that length
# of data set should be equal
# to period as a normal mean has
if ( len (Dataset) > period):
sum - = Dataset.pop( 0 )
# function to calculate mean def getMean():
global sum
return sum / period
input_data = [ 1 , 3 , 5 , 6 , 8 , 12 , 18 , 21 , 22 , 25 ]
per = 3
period = per
for x in input_data:
addData(x)
print ( "New number added is" , x, ", SMA =" , getMean())
# This code is contributed by phasing17 |
// C# program to calculate // Simple Moving Average using System;
using System.Collections.Generic;
public class SimpleMovingAverage {
// queue used to store list so that we get the average
private Queue<Double> Dataset = new Queue<Double>();
private int period;
private double sum;
// constructor to initialize period
public SimpleMovingAverage( int period)
{
this .period = period;
}
// function to add new data in the
// list and update the sum so that
// we get the new mean
public void addData( double num)
{
sum += num;
Dataset.Enqueue(num);
// Updating size so that length
// of data set should be equal
// to period as a normal mean has
if (Dataset.Count > period) {
sum -= Dataset.Dequeue();
}
}
// function to calculate mean
public double getMean() { return sum / period; }
// Driver code
public static void Main(String[] args)
{
double [] input_data
= { 1, 3, 5, 6, 8, 12, 18, 21, 22, 25 };
int per = 3;
SimpleMovingAverage obj
= new SimpleMovingAverage(per);
foreach ( double x in input_data)
{
obj.addData(x);
Console.WriteLine( "New number added is " + x
+ ", SMA = " + obj.getMean());
}
}
} // This code contributed by Rajput-Ji |
// JavaScript program to calculate // Simple Moving Average // queue used to store list so that we get the average let Dataset = []; let period; let sum = 0; // function to add new data in the // list and update the sum so that // we get the new mean function addData(num)
{ sum += num;
Dataset.push(num);
// Updating size so that length
// of data set should be equal
// to period as a normal mean has
if (Dataset.length > period) {
sum -= Dataset.shift();
}
} // function to calculate mean function getMean() { return sum / period; }
let input_data = [ 1, 3, 5, 6, 8, 12, 18, 21, 22, 25 ]; let per = 3; period = per; for ( var x of input_data) {
addData(x);
console.log( "New number added is " + x
+ ", SMA = " + getMean());
} // This code is contributed by phasing17 |
Output:
New number added is 1.0, SMA = 0.3333333333333333 New number added is 3.0, SMA = 1.3333333333333333 New number added is 5.0, SMA = 3.0 New number added is 6.0, SMA = 4.666666666666667 New number added is 8.0, SMA = 6.333333333333333 New number added is 12.0, SMA = 8.666666666666666 New number added is 18.0, SMA = 12.666666666666666 New number added is 21.0, SMA = 17.0 New number added is 22.0, SMA = 20.333333333333332 New number added is 25.0, SMA = 22.666666666666668
References : Wiki