Tmovavg

Tmovavg-func

Description

This function is for calculating triangular moving averages. In fact, this function equals to using function Movavg twice with backward and 0 forward. Thus, at point = i, the triangular moving average value is:

where and .

Syntax

vector tmovavg(vector vd, int n)

Parameters

vd

The data vector is used to calculate triangular moving average.

n

is the timeperiod.

Return

Return the triangular moving average vector.

Example

// Col(2) will be filled with triangular moving average value at each point, 
//with stating point = 9. 

for(ii=1;ii<=30;ii++) col(1)[ii] = ii;
col(2)=tmovavg(col(1),9);