Simple Moving Average in PHP - Error - php

Question

There seems to be a error in sma calculation in the code below... can someone point out where..
/**
* Simple Moving Average (sma)
*
*A Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average, a mathematical analysis of the security's average value over a predetermined time period is made. As the security's price changes,its average price moves up or down.
*
*A simple, or arithmetic, moving average is calculated by adding the closing price of the security for a number of time periods (e.g., 12 days) and then dividing this total by the number of time periods. The result is the average price of the security over the time period. Simple moving averages give equal weight to each daily price.
*
*Formula:
*
* - SUM(Closes of n periods)/n
*/
<?php
$data = array(1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12);
class sma
{
/**
* #var double[]
*/
private $sma;
/**
* #param double[] $data
* #param int $range
* #return double[]
*/
function get( $data, $range )
{
$position = 0;
while ( empty( $data[ $position ] ) ) {
$position++;
}
$i = $position;
while ( true ) {
if ( empty( $data[ $i + $range - 1 ] ) ) {
break;
}
$temp_sum = 0;
for ( $j = $i; $j < $i + $range; $j++ ) {
$temp_sum += $data[ $j ];
}
$this->sma[ $i + $range - 1 ] = $temp_sum / $range;
$i++;
}
return $this->sma;
}
}
$mysma = new sma();
$mysma->get($data,5); $sma = $mysma->get();
echo mysma;
?>
Also sma calculation in other code seems to be easier.. a few example is here.. if someone has done it in php similarly..??
(defn moving-average
[coll n]
(cond
(< n 1) nil
(= n 1) coll
:else (let [sums (reductions + 0 coll)]
(map #(/ (- %1 %2) n) (drop n sums) sums))))
(time (doall (moving-average coll n)))
# "Elapsed time: 9.184 msecs"
Also this..
double[] MovingAverage(int period, double[] source)
{
var ma = new double[source.Length];
double sum = 0;
for (int bar = 0; bar < period; bar++)
sum += source[bar];
ma[period - 1] = sum/period;
for (int bar = period; bar < source.Length; bar++)
ma[bar] = ma[bar - 1] + source[bar]/period
- source[bar - period]/period;
return ma;
}

Answer 1

Here's a translation based on the last piece of code in your question:
function get(array $data, $range)
{
$sum = array_sum(array_slice($data, 0, $range));
$result = array($range - 1 => $sum / $range);
for ($i = $range, $n = count($data); $i != $n; ++$i) {
$result[$i] = $result[$i - 1] + ($data[$i] - $data[$i - $range]) / $range;
}
return $result;
}