Moving Average

A moving average is a method of calculating the average value of a security's price, or indicator, over a period of time. The term "moving" implies, and rightly so, that the average changes or moves. When calculating a moving average, a mathematical analysis of the security's average value over a predetermined time period is made. As the security's price changes over time, its average price moves up or down.

The AnalyzerXL calculates three different types of moving averages: simple (also referred to as arithmetic), exponential and weighted.

The only significant difference between the various types of moving averages is the weight assigned to the most recent data. Simple moving averages apply equal weight to the prices. Exponential and weighted averages apply more weight to recent prices. Triangular averages apply more weight to prices in the middle of the time period. And variable moving averages change the weighting based on the volatility of prices.

Moving Average(Parameters)

1. Range. Any range of data, e.g. array of Close, Low prices, Volume, etc.
2. Output range. The cell reference for the range of output data.
3. Period. Number of values used for calculation.

Moving Average(Syntax)

MvAvg(RANGE;PERIOD;DIRECTION)

Example
=MvAvg(A7:A16;10;0)

Moving Average Difference

The Moving Average difference is the difference of two simple Moving Averages calculated on PERIOD1 and PERIOD2 time periods.

Moving Average Difference(Parameters)

1. Range. Any range of data, e.g. array of Close, Low prices, Volume, etc.
2. Output range. The cell reference for the range of output data.
3. Period1. Number of values used for calculation for the first Moving Average.
4. Period2. Number of values used for calculation for the second Moving Average.

Moving Average Difference(Syntax)

MvAvgDiff(RANGE;PERIOD1;PERIOD2;DIRECTION)

Example
=MvAvgDiff(A7:A16;8;10;0)