Simple Moving Average only considers number of data points and ignores dates

[eddieone]

Hi there. I am using PP on Fedora Linux.

Version: 0.68.2 (March 2024)
Platform: linux, x86_64
Java: 17.0.9+7, Flathub

I would like to track the SMA-50 and 200 of a certain stock. This is a fund that trades only once per week, and therefore on average only updates it’s prices once per week. (Symbol 0P0001IJJX.F)

Now, when I enable the SMA feature in the Chart view, it seems off. The SMA-200 for instance only shows data since end of July 2023, while the fund was initiated somewhere in September of 2019.

It looks like PP isn’t actually looking at the dates, but (only) at the amount of changing (weekly) data points to determine the SMA.

Is this as expected behaviour or a perhaps a bug? Is there a way for me to influence this behaviour?

Thanks a lot! Great tool!

[chirlu]

It’s intentional and was explicitly changed to be that way five years ago. German thread:

Moving Average im Kursdiagram falsch?

Hallo! ich habe das Moving Average im Kursdiagram über 200 Tage nun mit mehreren anderen SMA-200 von anderen Chartseiten verglichen und irgendwie habe ich den Eindruck das etwas falsch läuft. Es scheint als würde das Moving Average 50 auch nicht wirklich stimmen. Kann es sein, dass hier etwas falsch läuft? Wird eventuell bei der Berechnung des SMA auch börsenfreie Tage mitgezählt? Grüsse Chris

@eddieone

Is there a way for me to influence this behaviour?

You could use a correspondingly shorter frame. SMA 50 might cover about one year in your case.

[hug-sch]

I think that the problem is indeed the weekly prices. I took your timeseries (symbol 0P0001IJJX.F) and filled in the “missing” data. The quote of 2024-03-14 is copied to the 13th, 12th, … This will give then the following chart. I’m not sure, if this is what you intend and I also don’t see a simple method to automate.

Note the stepwize function as the result of the copied values. The Yahoo data started in March 2022, so the first 200 days are not available for the SMA-200.