Financial indicators take OHLCV (Open, High, Low, Close, Volume) datasets as arguments and return a list of values. For example, the function FinancialData provides Google’s OHLCV values:

data = FinancialData["GOOG", "OHLCV", All];

FinancialData returns a list of pairs, each consisting of the date and the OHLCV values on that date. Consider the first pair of values in data:

{{2004, 8, 19}, {100., 104.06, 95.96, 100.34, 22351900}}

The first list represents the date of August 19, 2004. The second list gives the open, high, low, close, and volume values for the stock on that date, respectively.

For example, we can run a simple moving average on the data. FinancialIndicator["SimpleMovingAverage"] represents a function that takes our data and returns the simple moving average. To apply the simple moving average to the data, evaluate:


By looking at the documentation for the SimpleMovingAverage indicator, you can find how to specify the time range that the average covers. The function FinancialIndicator["SimpleMovingAverage", 50] averages over fifty days for example.