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i have a rookie question but can't find the answer anywhere so..what is the right way to compute a simple moving average when you have an array of (open,close,low,high) tuples ? From what i saw so far it is the closing price that must be taken but i'm clearly not sure, i guess it could as well be open, or (open + close)/2, or anything else..Also, can this be generalized to other indicators ?

thank you very much.

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got my answer myself, and the answer is: That depends, but people mostly use close price. http://www.macroption.com/calculating-moving-average-prices/

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  • $\begingroup$ You are correct, close price is the recommendation for an SMA. Don't forget to mark your own response as the correct answer. Additionally, the other methods you mention in your question are used in different moving average calculations such as EMA, WMA, etc... en.wikipedia.org/wiki/Moving_average $\endgroup$ – Mike Soule Oct 2 '15 at 0:05

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