c_daily_traded_value_sma_63d#

c_daily_traded_value_sma_63d(c_daily_traded_value)[source]

Calculate the 63-day simple moving average of the daily traded value.

Parameters:

c_daily_traded_value (DataColumn) – The daily traded value.

Returns:

The 63-day moving average of the daily traded value.

Return type:

DataColumn

Notes

The 63-day moving average is computed as:

\[\mathrm{MA}_{63} = \frac{1}{63} \sum_{i=1}^{63} \mathrm{Daily\ Traded\ Value}_{i}\]

In Excel, assuming your daily traded values are in column A starting at cell A2:

  1. In cell B64, enter:

    =AVERAGE(A2:A64)

  2. Drag the formula from cell B64 down to calculate the 63-day moving average for the rest of the rows.