calc_moving_average: Calculate Moving Average

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Calculate Moving Average

Description

Calculates simple moving average for each column in the data.

Usage

calc_moving_average(data, window = 20)

Arguments

data	Data frame with Date column and price columns
window	Number of periods for moving average (default: 20)

Value

Data.table with moving average values

Examples

data("sample_prices_weekly")
ma20 <- calc_moving_average(sample_prices_weekly, window = 20)

PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.