I'm familiar with calculating multi day moving averages (i.e. 20/50/200 etc). However in regards to calculating weekly moving averages, I'm not 100% entirely sure.

To calculate say a 30-weekly moving average, does it involve calculating a weekly moving average (i.e. average of the 7 days), repeating it for the next 29 weeks, summing them and then dividing by 30?

  • Note that mathematically, making an average of weekly averages is the same as making an average of all the days right away. Therefore, your idea would just be a 150 day average.
    – Aganju
    Jun 9 '17 at 11:28

According to this article, an n week moving average just looks at the prices at the end of the week, rather than computing some kind of average over that week. This gives you n results, where n is the number of weeks, and you take an average of those values.

So while a 30 week moving average concerns the same timespan as a 150 day moving average, you need much less data points to calculate it.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.