Calculating Moving Averages with T-SQL

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Calculating Moving Averages with T-SQL

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Gabriel P

Posted Wednesday, March 03, 2010 9:07 PM

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Comments posted to this topic are about the item Calculating Moving Averages with T-SQL

Post #876514

Satnam Singh

Posted Thursday, March 04, 2010 12:05 AM

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Nice article and Very well explained...

Cheers,
Satnam

Post #876596

minnyperry

Posted Thursday, March 04, 2010 1:32 AM

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All topics are very good here.. when I read this full details so I am very impress to this.........
Acai Optimum
weider x factor

Post #876622

Ritesh Medhe

Posted Thursday, March 04, 2010 1:58 AM

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Lovely piece of work..

Post #876631

ChrisM@Work

Posted Thursday, March 04, 2010 2:27 AM

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Gabriel P (3/3/2010)

Comments posted to this topic are about the item <A HREF="/articles/Moving+Average/69389/">Calculating Moving Averages with T-SQL</A>

Excellent article, Gabriel. I reckon it's time to start messing with those pesky CTE's again.

<< and therefore isn't a good indicator of what the immediate future might hold. >>
Have a word with Gail about DBCC TIMEWARP, without too much effort you should get the last ten days and the next ten days.

^{“Write the query the simplest way. If through testing it becomes clear that the performance is inadequate, consider alternative query forms.” - Gail Shaw}

For fast, accurate and documented assistance in answering your questions, please read this article.
Understanding and using APPLY, (I) and (II) Paul White
Hidden RBAR: Triangular Joins / The "Numbers" or "Tally" Table: What it is and how it replaces a loop Jeff Moden
Exploring Recursive CTEs by Example Dwain Camps

Post #876651

sushil9313333532

Posted Thursday, March 04, 2010 3:01 AM

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hi ..........i m aldon .how 2 improve my sql tech.

Post #876669

TimvdH

Posted Thursday, March 04, 2010 3:01 AM

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Great work, thank you! Would love to read more about technical analysis and sql. Or even better: portfolio theory and sql. BTW: does someone know if using MDX / Analysis Server makes sense here (query performance wise)? I guess it could make sense if all you need is the most recent moving average, but I know too little about AS to really have an idea. I was thinking about trying to use AS to calculate securities price correlations. Maybe someone knows if it makes sense to try this at all. After all you need to import the daily securities data into the data mart every day (I hope it is possible to add only the most recent day after an initial import). If someone has any hands on experience about (ten thousands of) time series in AS, I would be most interested...

Regards
Tim

Post #876670

shogg

Posted Thursday, March 04, 2010 3:38 AM

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This is very useful and well detailed. Much appreciated!!!

HoggZilla

Post #876684

Edward Boyle-478467

Posted Thursday, March 04, 2010 5:15 AM

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Excellent article.

I have a huge volume of historical data [3 years of data at 15 minute intervals] and will try out the method this weekend

Thanks

Post #876725

Dean Cochrane

Posted Thursday, March 04, 2010 7:00 AM

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This is one of the best articles I have read in a long time. Excellent work.

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