Exponential weight moving average

Returns the exponential weighted moving average. The exponential weighted moving average allows you to place more (or less) emphasis on recent data than on past data within a specified number of rows. It is calculated within the specified window size and can restart based on an attribute specified in the function parameters.

Syntax

ExpWghMovingAvg

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• BreakByis the attribute indicating where the calculation restarts.

• Rate is a positive real number specifying the base weight applied to each argument value. In the calculation exponents are sequentially applied to the rate value. Assign a rate of less than one to give greater emphasis to more recent data; assign a rate of greater than one to give greater emphasis to past data.

• Argument is a metric representing a list of numbers.

• SortBy is the attribute or metric by which the data is sorted.

• WindowSize indicates the number of values to use in each calculation.

For additional information on and an example of this function, refer to MicroStrategy Functions Reference.