Centered Moving Averages (CMA)
The Centered Moving Average is a specific form of Centered Weighted Moving Average, where the smoothing constants are the same, except for the start and end if the length is an equal number.
Name | α0 | α1 | α2 |
---|---|---|---|
2 CMA | 0.5 | 0.25 | |
3 CMA | 0.333 | 0.333 | |
4 CMA | 0.25 | 0.25 | 0.125 |
5 CMA | 0.2 | 0.2 | 0.2 |
The weight function for CMA is defined by specifying the number of calculation periods (>=2).