How to write this code in python? Simple moving average. The N-day simple moving average at the end of a particular day is the average of the most recent N closing prices. Days on which there is no trading are not counted. So, for example, the 10-day simple moving average each day is simply the average of the most recent 10 closing prices. Note that the simple moving average on a particular day includes that day's closing price, along with the N - 1 days preceding. One wrinkle to be aware of here: You need at least N days of prices before you can begin calculating a simple moving average. So the first N - 1 days will not have a simple moving average at all; only on the Nth day are there enough closing prices to report an N-day moving average. An additional wrinkle to be aware of: Simple moving averages can be calculated not only on closing prices, but also on volumes. They work identically, except that we're aggregating the volume each day instead of the closing price.