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

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