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How to calculate moving average excluding current data?

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liu James
liu James 2016-11-27
评论： dpb 2016-11-28
How to calculate moving average to not include current data for the current period. For example, I'm trying to create the Donchian Channel and the formula is the 20 high or 20 low of the preceding date. If so, this should not include the current date. All the moving and tsmovavg includes the current date.

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回答（1 个）

dpb
dpb 2016-11-27
N=20; % number above/below midpoint
u=[ones(1,N) 0 ones(1,N)]/(2*N-1); % weighting
mAvg0=conv(data,u,'valid');
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Image Analyst
Image Analyst 2016-11-27
It's just considering the N points to the right and left of the current point. The center point (i.e. the "current" point) has a weight of zero so it's not included in the sum.
dpb
dpb 2016-11-28
>> [x;[nan conv(x,[1 0 1]/2,'valid') nan]]
ans =
1 2 3 4 5 6 7 8 9 10
NaN 2 3 4 5 6 7 8 9 NaN
>>
should make it patently clear, one would think???

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