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Technical Studies Reference

Moving Average - Simple Skip Zeros

This study calculates and displays a Simple Moving Average of the data specified by the Input Data Input, excluding the values that are equal to zero.

Let \(X\) be a random variable denoting the Input Data, and let \(X_i\) be the value of the Input Data at Index \(i\). Let the Input Length be denoted as \(n\), and let the number of nonzero values of \(X\) from \(X_{t-n+1}\) through \(X_t\) be denoted as \(n_t^{(NZ)}\). Then we denote the Moving Average - Simple Skip Zeros at Index \(t\) for the given Inputs as \(SZMA_t(X,n)\), and we compute it for \(t \geq n - 1\) as follows.

\(\displaystyle{SZMA_t(X,n) =\left\{ \begin{matrix} \frac{1}{n_t^{(NZ)}}\sum_{i = t - n + 1}^tX_i & n_t^{(NZ)} \neq 0 \\ 0 & n_t^{(NZ)} = 0 \end{matrix}\right .}\)

For an explanation of the Sigma (\(\Sigma\)) notation for summation, refer to our description here.


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*Last modified Tuesday, 27th September, 2022.