movavg (Financial Toolbox)

Leading and lagging moving averages chart.

Syntax

movavg(asset, lead, lag, alpha)
movavg(asset, lead, lag)
[short, long] = movavg(asset, lead, lag, alpha)

Arguments

lead: Number of samples to use in leading average calculation. A positive integer. lead must be less than or equal to lag.

lag: Number of samples to use in the lagging average calculation. A positive integer.

alpha: Control parameter that determines the type of moving averages.
0 = simple moving average (default), 0.5 = square root weighted moving average, 1 = linear moving average, 2 = square weighted moving average, etc. To calculate the exponential moving average, set
alpha ='e'.

Description

movavg(asset, lead, lag, alpha)

plots leading and lagging moving averages.

[short, long] = movavg(asset, lead, lag, alpha)

returns the leading short and lagging long moving average data without plotting it.

Example

If asset is a vector of stock price data:

movavg(asset, 3, 20, 1)

plots linear three-sample leading and 20-sample lagging moving averages.