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I'm familiar with calculating multi day moving averages (i.e. 20/50/200 etc). However in regards to calculating weekly moving averages, I'm not 100% entirely sure.

To calculate say a 30-weekly moving average, does it involve calculating a weekly moving average (i.e. average of the 7 days), repeating it for the next 29 weeks, summing them and then dividing by 30?

user172839
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  • Note that mathematically, making an average of weekly averages is the same as making an average of all the days right away. Therefore, your idea would just be a 150 day average. – Aganju Jun 09 '17 at 11:28

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According to this article, an n week moving average just looks at the prices at the end of the week, rather than computing some kind of average over that week. This gives you n results, where n is the number of weeks, and you take an average of those values.

So while a 30 week moving average concerns the same timespan as a 150 day moving average, you need much less data points to calculate it.

Glorfindel
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