Cumulative Moving Average

[jzjk63]

I did Cumulated Moving Average in a hard way. Can anyone modify my code by using "while" or "fold" iterated loops?

CMA (X, N, M);

formula:
Y = (M*X + (N-M) * Y1) / N; --- Y1 is last period of Y, N must be > M;

assume N = 7; M = 1;
here is the hard way of the code:

def a1 = X[6];
def a2 = (X[5] + a1)/2;
def a3 = (X[4] + 2*a2)/3;
def a4 = (X[3] + 3*a3)/4;
def a5 = (X[2] + 4*a4)/5;
def a6 = (X[1] + 5*a5)/6;
def Y = (X + 6*a6)/7;

 

[halcyonguy]

I did Cumulated Moving Average in a hard way. Can anyone modify my code by using "while" or "fold" iterated loops?

CMA (X, N, M);

formula:
Y = (M*X + (N-M) * Y1) / N; --- Y1 is last period of Y, N must be > M;

assume N = 7; M = 1;
here is the hard way of the code:

def a1 = X[6];
def a2 = (X[5] + a1)/2;
def a3 = (X[4] + 2*a2)/3;
def a4 = (X[3] + 3*a3)/4;
def a5 = (X[2] + 4*a4)/5;
def a6 = (X[1] + 5*a5)/6;
def Y = (X + 6*a6)/7;

i think this will mimic your hard code. just thinking and typing on my cell....

def n = 7;
def y = fold i = 0 to n
with p
do (getvalue(x, (n - 1) - i )) + (p*i) ) / (i+1);

#  fold loops run to 1 minus the to #
#  i goes to n-1

 

[jzjk63]

i think this will mimic your hard code. just thinking and typing on my cell....

def n = 7;
def y = fold i = 0 to n
with p
do (getvalue(x, (n - 1) - i )) + (p*i) ) / (i+1);

#  fold loops run to 1 minus the to #
#  i goes to n-1

Thank you SO MUCH!!!!! It works!!!

 

[jzjk63]

Thank you SO MUCH!!!!! It works!!!

Since I have N and M parameters, I modified as below:

def a7 = fold i = 0 to N +1 -M with p do (M * getvalue(Var1, (N - M) - i )+ (p*i) ) / (i+M);