使用r中的循环创建移动平均线

Question

Here's my current code:

n<-30
alpha<- 2/(1+n)
alpha
length(stocks$Close)
thirty <- colMeans(matrix(stocks$Close [1:30]))
x<-rep(0, length=6656)
for (i in 30:length(x)){
    x[i]<- ((alpha*thirty) + (Close[i-1]*(1-alpha)))
}

I need to substitute in the average for the first 30 days of closing values into the 30th member of the new vector. Also, I'm supposed to start my new vector on day 30, beginning with that average value, and move forward with the formula: EMA[i]= ((P[i] alpha)+(EMA[i-1] (1-alpha)). P[i] is the closing price at the end of that time period. Given that we're starting the whole model on day thirty with the new value subbed in for i=30, I'm guessing that the whole thing will need to be adjusted. How do you insert that average on the 30th member and shift the model forward?

Answer 1

What you looking for is this: You need to access the curret price as P[i], so 30th, 31st etc.

   for (i in 30:length(x)){
        x[i]<- ((alpha*P[i]) + (x[i-1]*(1-alpha)))
    }

Then for the first 29 days you can add the original prices

x[1:29]=Close[1:29]

to make it complete