Moving average of prices

The simple moving average: each day's value is the mean of the last days closes, that day included, so the first days - 1 days have none.

Usage

moving_average(close, days)

Arguments

close

Numeric vector of close prices, sorted by date.

days

Number of days to average, such as 50 or 200.

Value

A numeric vector as long as close, NA for the first days - 1 days, and all NA when there are fewer than days closes, as for an index younger than the average.

Examples

moving_average(c(1, 2, 3, 4, 5), days = 3)
#> [1] NA NA  2  3  4