function [short,long] = movavg(asset,lead,lag,alpha)
%MOVAVG Leading and lagging moving averages chart.
% [SHORT,LONG] = MOVAVG(ASSET,LEAD,LAG,ALPHA) plots leading and lagging
% moving averages. ASSET is the security data, LEAD is the number of
% samples to use in leading average calculation, and LAG is the number
% of samples to use in the lagging average calculation. ALPHA is the
% control parameter which determines what type of moving averages are
% calculated. ALPHA = 0 (default) corresponds to a simple moving average,
% ALPHA = 0.5 to a square root weighted moving average, ALPHA = 1
% to a linear moving average, ALPHA = 2 to a square weighted moving
% average, etc. To calculate the exponential moving averages,
% let ALPHA = 'e'.
%
% MOVAVG(ASSET,3,20,1) plots linear 3 sample leading and 20 sample
% lagging moving averages.
%
% [SHORT,LONG] = MOVAVG(ASSET
写论文第七天:MATLAB之movavg函数
最新推荐文章于 2024-04-18 10:01:49 发布