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How plot MOVING AVERAGE?

3 vues (au cours des 30 derniers jours)
Maty
Maty le 21 Jan 2014
Commenté : Maty le 22 Jan 2014
Hi guys! I need your help!
I'm trying to plot a moving average by taking the file from "Yahoo Finance" I've already seen the function "tsmovavg" but that doesn't helped me.
From MATLAB help I've seen the following example about the different types of MA:
load disney.mat
weekly = toweekly(dis);
dates = (weekly.dates);
price = fts2mat(weekly.CLOSE);
window_size = 12;
simple = tsmovavg(price,'s',window_size,1);
exp = tsmovavg(price,'e',window_size,1);
tri = tsmovavg(price,'t',window_size,1);
semi_gaussian = [0.026 0.045 0.071 0.1 0.12 0.138];
semi_gaussian = [semi_gaussian fliplr(semi_gaussian)];
weighted = tsmovavg(price,'w',semi_gaussian,1);
modif = tsmovavg(price,'m',window_size,1);
plot(dates,price,...
dates,simple,...
dates,exp,...
dates,tri,...
dates,weighted,...
dates,modif)
datetick
legend('Stock Price','Simple','Exponential','Triangular','Weighted',...
'Modified','Location','NorthWest')
title('Disney Weekly Price & Moving Averages')
However I have some problems about setting the problem
Thanks for your consideration and any help!!!
Maty
  2 commentaires
Image Analyst
Image Analyst le 21 Jan 2014
Maty
Maty le 22 Jan 2014
I want take a time series from Yahoo finance and then draw the moving average (for example for 20 lags) of this time series.
Thanks

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