How to calculated multiple moving average in MySQL

Question

Using table below, How would get a column for 5 period moving average, 10 period moving average, 5 period exponential moving average.

+--------+------------         


        

Answer 1

SELECT AVG(a.price) FROM (SELECT price FROM t1 WHERE data_date <= ? ORDER BY data_date DESC LIMIT 5) AS a;

Replace ? with the date whose MA you need.

Answer 2

SELECT   t1.data_date, 
( SELECT  SUM(t2.price) / COUNT(t2.price) as MA5 FROM mytable AS t2    WHERE DATEDIFF(t1.data_date, t2.data_date) BETWEEN 0 AND 6 ) 
FROM mytable AS t1   ORDER BY t1.data_date;

Change 6 to 13 for 10-day MA

Answer 3

The 5-row moving average in your example won't work. The LIMIT operator applies to the return set, not the rows being considered for the aggregates, so changing it makes no difference to the aggregate values.