Simple Moving Average
The Simple Moving Average calculates the unweighted mean of the previous N data points.
Usage
Use as the foundational smoothing module providing SMA, EMA, WMA, and SMMA implementations that power higher-level indicators across the library.
Background
The core smoothing algorithms — SMA, EMA, WMA — are the building blocks of nearly all technical indicators. EMA applies exponential decay weighting (alpha = 2/(n+1)), SMA applies uniform weighting over N bars, and WMA applies linearly increasing weights emphasizing more recent bars.
Parameters
period(default: 14): Smoothing period
Formula
\[
SMA = \frac{1}{n} \sum_{i=1}^{n} P_i
\]