{"id":654,"date":"2009-11-05T15:09:44","date_gmt":"2009-11-05T09:39:44","guid":{"rendered":"http:\/\/www.niftylivecharts.com\/blog\/?p=654"},"modified":"2009-11-05T15:09:44","modified_gmt":"2009-11-05T09:39:44","slug":"time-series-moving-average","status":"publish","type":"post","link":"https:\/\/www.niftylivecharts.com\/blog\/time-series-moving-average\/","title":{"rendered":"Time series moving average"},"content":{"rendered":"<p><strong>Time series moving average<\/strong><br \/>\nThe time series moving average is calculated using linear regression techniques.\u00a0 Rather than plotting a straight linear regression line, a time series moving average plots the last point of the line.\u00a0 It does this using the specified number of periods for each day.\u00a0 The individual points are then connected together with a line to form a time series moving average.<\/p>\n<p>This moving average is sometimes referred\u00a0 to as a &#8220;moving linear regression&#8221; study or a &#8220;regression oscillator.&#8221;<\/p>\n<p><a class=\"highslide\" onclick=\"return vz.expand(this)\" href=\"https:\/\/www.niftylivecharts.com\/blog\/wp-content\/uploads\/2009\/11\/time-series.gif\"><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-medium wp-image-655\" title=\"time series\" src=\"https:\/\/www.niftylivecharts.com\/blog\/wp-content\/uploads\/2009\/11\/time-series-300x196.gif\" alt=\"time series\" width=\"300\" height=\"196\" srcset=\"https:\/\/www.niftylivecharts.com\/blog\/wp-content\/uploads\/2009\/11\/time-series-300x196.gif 300w, https:\/\/www.niftylivecharts.com\/blog\/wp-content\/uploads\/2009\/11\/time-series.gif 500w\" sizes=\"auto, (max-width: 300px) 100vw, 300px\" \/><\/a><\/p>\n<p>For information on calculating linear regression using the least squares method (the basis behind time series moving averages), refer to any basic statistics book.<\/p>\n<p><strong><br \/>\nTriangular moving average <\/strong><br \/>\nA triangular moving average is similar to exponential and weighted moving averages except a different weighting scheme is used.\u00a0 Exponential and weighted moving averages assign the majority of the weight to the most recent data. Simple moving averages assign the weight equally across all the data. With a triangular moving average, the majority of the weight is assigned to the middle portion of the data.<\/p>\n<p><a class=\"highslide\" onclick=\"return vz.expand(this)\" href=\"https:\/\/www.niftylivecharts.com\/blog\/wp-content\/uploads\/2009\/11\/triangular.gif\"><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-medium wp-image-656\" title=\"triangular\" src=\"https:\/\/www.niftylivecharts.com\/blog\/wp-content\/uploads\/2009\/11\/triangular-300x195.gif\" alt=\"triangular\" width=\"300\" height=\"195\" srcset=\"https:\/\/www.niftylivecharts.com\/blog\/wp-content\/uploads\/2009\/11\/triangular-300x195.gif 300w, https:\/\/www.niftylivecharts.com\/blog\/wp-content\/uploads\/2009\/11\/triangular.gif 502w\" sizes=\"auto, (max-width: 300px) 100vw, 300px\" \/><\/a><\/p>\n<p>A triangular moving average is simply a double-smoothed simple moving average.<br \/>\nThe rule is to take the length divided by 2 as one average, and that number plus 1 as the second.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Time series moving average The time series moving average is calculated using linear regression techniques.\u00a0 Rather than plotting a straight linear regression line, a time series moving average plots the last point of the line.\u00a0 It does this using the specified number of periods for each day.\u00a0 The individual points are then connected together with [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_genesis_hide_title":false,"_genesis_hide_breadcrumbs":false,"_genesis_hide_singular_image":false,"_genesis_hide_footer_widgets":false,"_genesis_custom_body_class":"","_genesis_custom_post_class":"","_genesis_layout":"","footnotes":""},"categories":[1],"tags":[2183,2178,2184,2179,2185,2174,2182,2177,2176,2187,2180,2175,2186],"class_list":{"0":"post-654","1":"post","2":"type-post","3":"status-publish","4":"format-standard","6":"category-general","7":"tag-50-day-moving-average","8":"tag-exponential-moving-averages","9":"tag-forex-indicators","10":"tag-forex-moving-averages","11":"tag-moving-average-technical-analysis-1--3-31-37","12":"tag-moving-averages","13":"tag-moving-averages-charts","14":"tag-moving-averages-formula","15":"tag-simple-moving-averages","16":"tag-time-series-moving-average","17":"tag-trade-moving-averages","18":"tag-trading-moving-averages","19":"tag-triangular-moving-average","20":"entry","21":"has-post-thumbnail"},"_links":{"self":[{"href":"https:\/\/www.niftylivecharts.com\/blog\/wp-json\/wp\/v2\/posts\/654","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.niftylivecharts.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.niftylivecharts.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.niftylivecharts.com\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.niftylivecharts.com\/blog\/wp-json\/wp\/v2\/comments?post=654"}],"version-history":[{"count":0,"href":"https:\/\/www.niftylivecharts.com\/blog\/wp-json\/wp\/v2\/posts\/654\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.niftylivecharts.com\/blog\/wp-json\/wp\/v2\/media?parent=654"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.niftylivecharts.com\/blog\/wp-json\/wp\/v2\/categories?post=654"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.niftylivecharts.com\/blog\/wp-json\/wp\/v2\/tags?post=654"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}