Given a candle dataset - say a CSV file with columns (Open, High, Low, Close, Volume) I want to calculate things like the 100/200 day moving average and other typical metrics.

How to actually do a moving average is fine, but when each of my data points has 4 values (OHLC) is there a widely recognised standard which is used as the price?

1 Answer 1


When calculating a moving average, standard practice is to use the closing price for the period, regardless of the time frame.

However, there is nothing to stop you from calculating a moving average of any of the other 3 data points if you find such information to be useful.

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