Hi,

I wanted to do a moving/rolling average on raw data [1].��

I haven���t find code for that (maybe this is done in polymath though).

So I ended writing that (I thing this is SMA):

SequenceableCollection>>movingAverage: anOrder �� ����
"Answer the moving or rolling average for anOrder window"

�� �� | retval size x y |

�� �� �� �� anOrder <= 0��ifTrue: [��Error��signal:��'the order must be positive'].

�� �� size := self ��size - anOrder.

�� �� size negative ��ifTrue: [ Error��signal:��'the collection size is too small'].

�� �� retval := self��species ofSize: size +��1.

�� �� x := 1.

y := anOrder.

�� �� [y <= ��self ��size ] whileTrue: [ �� �� �� �� ����

��retval at: x put: (self copyFrom: x to: y) average �� �� �� �� ����

��x := x + 1. y := y + 1

��].

�� �� ^retval

Not perfect but seems to works quite well (that���s probably better to remove copyFrom: and use some kind of buffer instead).

Any interest in that ? If any existing code too, I���ll be interested especially for other implementation (weighted, exponential) ?

(#(118 113 105 105 103 99 98 101 100 107) movingAverage: 3) collect: [:v | v asScaledDecimal: 1 ] .

��"an Array(112.0s1 107.7s1 104.3s1 102.3s1 100.0s1 99.3s1 99.7s1 102.7s1)"

Cheers,

C��drick��

[1]��https://www.meilleursbrokers.com/techniques-de-trading/moyennes-mobiles.html��(in French but is understandable)