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Either the integer or the fractional part, 1, 0) 1 when price is above 50 day moving average 0 When below moving average chartSeries(GE) Shows Price chart addSMA(nP) adds 50 day moving average to chart You could think of your problem as one of combining a signal that tells when the state of the system should change to (or remain at) to come up with a series giving the state at each time point.

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N) - sum for N periods; CLOSE - close price; N - number of periods used in calculation; SMA - Simple Moving Average ; SQRT - square root; StdDev - standard deviation: StdDev SQRT (SUM ((CLOSE - SMA (CLOSE, N))2, N)N) It is recommended to use 20-period Simple Moving Average as the middle line, and plot top and bottom lines two standard deviations away from it.

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The international emissions trading association

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