Diagnosing Moving Average Discrepancies Across Market Data Platforms

Summary

This forum post reports a disagreement in 24-period and 72-period moving averages for a market series on a specified date. The author compares values from two retail charting sources with results from a quantitative platform, noting that the two external sources differ in absolute levels but show a similar relationship between the short and long averages. The platform instead places the shorter average below the longer one, which the author regards as inconsistent with the chart shape.

The post is useful as a data-validation case: moving averages depend on the underlying close series, date alignment, instrument definition, adjustment method, and calculation window. Comparing both average levels and their relative ordering can help identify a possible data or implementation issue. However, the post does not identify the root cause, provide the platform's raw inputs, or establish which source is correct. Its comparisons therefore flag a discrepancy rather than prove a particular calculation error; reproducing the result requires matching data conventions across providers.

Key ideas

• The post identifies conflicting short- and long-window moving average results across data platforms.
• Different sources can disagree in average levels while preserving the same relative ordering.
• A reversed relationship between the averages can prompt checks of input data and calculation settings.
• The report does not determine the cause or establish which provider's figures are correct.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.