Smoothed Moving Average (SMMA)

Smoothed Moving Average is the average of price over a lookback window using a smoothing method. SMMA is also known as modified moving average (MMA) and running moving average (RMA). [Discuss] 💬

// C# usage syntax
IReadOnlyList<SmmaResult> results =
  bars.ToSmma(lookbackPeriods);

Parameters

param	type	description
lookbackPeriods	int	Number of periods (N) in the moving average. Must be greater than 0.

Historical price bars requirements

You must have at least 2×N or N+100 periods of bars, whichever is more, to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least N+250 data points prior to the intended usage date for better precision.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response

IReadOnlyList<SmmaResult>

• This method returns a time series of all available indicator values for the bars provided.
• It always returns the same number of elements as there are in the historical price bars.
• It does not return a single incremental indicator value.
• The first N-1 periods will have null values since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first N+100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

SmmaResult

property	type	description
Timestamp	DateTime	Date from evaluated TBar
Smma	double	Smoothed moving average

Utilities

• .Condense()
• .Find(lookupDate)
• .RemoveWarmupPeriods()
• .RemoveWarmupPeriods(removePeriods)

See Utilities and helpers for more information.

Chaining

This indicator may be generated from any chain-enabled indicator or method.

// example
var results = bars
    .Use(CandlePart.HL2)
    .ToSmma(..);

Results can be further processed on Smma with additional chain-enabled indicators.

// example
var results = bars
    .ToSmma(..)
    .ToRsi(..);

See Chaining indicators for more.

Streaming

Use the buffer-style List<T> when you need incremental calculations without a hub:

SmmaList smmaList = new(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  smmaList.Add(bar);
}

// based on `ICollection<SmmaResult>`
IReadOnlyList<SmmaResult> results = smmaList;

Subscribe to a BarHub for advanced streaming scenarios:

BarHub barHub = new();
SmmaHub observer = barHub.ToSmmaHub(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<SmmaResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.