Simple moving average

Objective

Provide a simple moving average of the provided event attributes

Example

time window:
  emitting type: slidingAverages
  window functions:
    stats summary:
        function:
           simple moving average: {}
        attributes: [ ask,bid ]
  policy:
    type: slidingTime
    slide: 500
    window size: 2500

Output attributes

Event output attributes from the above example.

• ask_SMA

• bid_SMA

Response variable

Calculated double value.