Hi, I wanted to do a moving/rolling average on raw data [1]. I havenât 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 (thatâs probably better to remove copyFrom: and use some kind of buffer instead). Any interest in that ? If any existing code too, Iâll 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, Cédrick [1] https://www.meilleursbrokers.com/techniques-de-trading/moyennes-mobiles.html <https://www.meilleursbrokers.com/techniques-de-trading/moyennes-mobiles.html> (in French but is understandable)
