Overload | Description |
---|---|
GeometricMovingAverage(String,Series,ElementValue,Int32) | Calculates the Geometric Moving Average(GMA) for a given period for all possible data points (i.e. periods) for which there is sufficient historical data provided. |
GeometricMovingAverage(Series,ElementValue,Int32) | Calculates the Geometric Moving Average(GMA) for a given period for all possible data points (i.e. periods) for which there is sufficient historical data provided. |
GeometricMovingAverage(SeriesCollection,ElementValue,Int32) | Calculates the Geometric Moving Average(GMA) for a given period for all possible data points (i.e. periods) for which there is sufficient historical data provided. |
Exception | Description |
---|---|
ArgumentException | Thrown if the series is empty. |
Illustration
If we are considering a traded asset and the periods considered are days then by passing
an array containing the closing daily prices of a given asset, and by choosing to use the
5-day Geometric Moving Average (i.e. passing the length of the GMA of 5
), then
this method will evaluate the Geometric Moving Average (GMA) for all days for which the
closing price on that day and the four previous days is known.