SMA (Simple Moving Average)

The SMA calculates the arithmetic mean of a price series over a lookback period. It is the simplest and most widely used moving average.

Declaration

function init(ctx) {
  ctx.indicator('sma50', 'SMA', { period: 50, source: 'close' });
  ctx.indicator('sma200', 'SMA', { period: 200, source: 'close' });
}

Options

Option	Type	Default	Description
`period`	`number`	20	Number of bars to average
`source`	`string`	`'close'`	Price source (`open`, `high`, `low`, `close`, `hl2`, `hlc3`, `ohlc4`)

Output

Returns a single number[] series.

Accessing Values

function onBar(ctx, i) {
  const smaValue = ctx.ind.sma50[i];
  const prevSma = ctx.ind.sma50[i - 1];
}

Use Cases

Golden Cross / Death Cross

function init(ctx) {
  ctx.indicator('sma50', 'SMA', { period: 50 });
  ctx.indicator('sma200', 'SMA', { period: 200 });
}

function onBar(ctx, i) {
  if (q.crossOver(ctx.ind.sma50, ctx.ind.sma200, i)) {
    ctx.order.market('ASSET', 1, { signal: 'buy', reason: 'golden_cross' });
  }
  if (q.crossUnder(ctx.ind.sma50, ctx.ind.sma200, i)) {
    ctx.order.close('ASSET', { signal: 'sell', reason: 'death_cross' });
  }
}

Calculation

$$SMA = \frac{1}{N} \sum_{i=0}^{N-1} Price_{t-i}$$

EMA - Exponentially weighted, faster response
WMA - Linearly weighted moving average
DEMA - Double EMA for reduced lag