finance - Does SMA includes the current day? -

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a bit stupid question calculation of simple moving average: includes current price in average. i.e. if prices {1, 2, 3, 4, 5}, 3-day sma looks {-, -, 2, 3, 4} or {-, -, -, 2, 3}.

the question not quite 'right'. sma calculates average on number of past periods, , therefore position of periods relative person doing calculating relevant. if calculating, say, sma of dow jones closing number last 5 trading days, it's relevant when calculation. convention, not include measure on day (period) calculation, other people can generate same number without having work out whether included latest value or not.

for example, it's 5pm on friday 19th , want 5d sma of dow, calculate m (15th),t, w, th , fr 19th. or calculate using fr (12th), m 15th, tu, w , end th 18th. conventional choice latter people don't have wonder if stayed around til after market close on friday 19th or left go bowling.

of course, in long run not matter @ all, since set of smas takes values account on time.

see http://www.mbtrading.com/help/navpro/simple_and_exponential_moving_average.htm more.


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