Referencing the Previous Day’s Moving Average in a Feature Expression

Summary

This brief forum exchange concerns how to use the previous day’s moving average in a quantitative feature expression. The original question compares a five-day mean of closing prices with a twenty-day mean and asks how to shift the five-day mean back by one day. A proposed expression uses a one-period shift, while another reply suggests referencing the prior-day close series directly.

The discussion offers two possible ways to express a lagged moving average in the platform’s feature syntax, but it does not resolve why the questioner’s shifted expression failed. No data example, execution result, or clarification of the platform’s indexing conventions is provided. Users should verify whether the shift or prior-day input has the intended date alignment in their own feature pipeline before relying on the comparison.

Key ideas

• The question compares a short moving average with a longer moving average.
• The discussion asks how to reference the short average from the prior day.
• Replies suggest either shifting the calculated average or using a prior-day input series.
• The exchange does not explain the reported failure or establish date-alignment semantics.

Tags

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