Support Board
Date/Time: Sat, 21 Jun 2025 22:39:18 +0000
Simple Moving Average Accuracy & Discrepancies
View Count: 668
| [2022-04-14 07:28:44] |
| User688525 - Posts: 291 |
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Hello Sierra, I have a couple of questions about Simple Moving Averages on a daily time frame for E-Mini S&P 500 Futures (June 2022 - ESM22). I have attached a spreadsheet with Simple Moving Average values from Sierra Chart, TradingView, barchart and MarketWatch recorded approximately 02:00 NY (EST) time on April 14, 2022. 1. I have identified discrepancies between the moving averages calculated by Sierra, and those by other providers such as TradingView, barchart and MarketWatch. Can clarification be provided as to why there are such discrepancies? 2. Moving forward, is there an industry standard or best practice on which Continuous Contract to use that best reflects the simple moving average values used by institutional investors, hedge funds and the like? Thank you |
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| [2022-04-14 08:08:54] |
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1. This is not within the scope of our support. You need to tell us why there are discrepancies. Explain. You have the data. You have the formulas. So why is there a difference? The formula is here: Moving Average - Simple 2. You need to make your own determinations in this regard. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-04-14 10:42:31] |
| User688525 - Posts: 291 |
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Hello Sierra, Thank you for the link. The video was helpful. About the discrepancies, I can only assume that each provider is using a different moving average calculation formula, or different data, or both. I can not confirm exactly how each provider calculates their moving averages. The question was originally asked within the context of Sierra's presence and longevity in the market. If this is beyond the scope of support, then disregard this question. The same applies for the industry or best practices question around which Continuous Contract to use. If this is also beyond Sierra's official or unofficial support, this question can also be disregarded. |
| [2022-04-15 17:08:45] |
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Regarding the Moving Average-Simple, you are able to determine this clearly. Do the calculations manually. Locate the page for the particular Moving Average study you are using from this page: Technical Studies Reference Look at the formula, and do the calculations manually and see if you notice any problems. In order to make it easy to do the calculation manually, set the Length of the moving average to something small like 10. You can determine the bar values by using the Chart Values tool: Chart Drawing Tools: Chart Values/Crosshair Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-04-15 17:09:09
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| [2022-04-17 08:58:55] |
| User688525 - Posts: 291 |
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From analyzing the testing the various Continuous Contract options, Date Rule Rollover appears to be the most accurate and aligned. Thanks for your support. |
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