Please just randomly pick some data. I will take your data as an example.

2. Obtain daily price data from a market of your choice. The (equal weighted) moving average filter of a series X, is defined as SMA; = X+ + Xt- 1+ ... + Xt+1-k k where k is the number of lags to include, sometimes called a bandwidth parameter. For daily stock prices, common values include 5, 10, 20, 50, 100, and 200. Compute the SMA for the time series. These smoothed values are often used in trading strategies of the contrarian type, that is: buy when X, SMA* or moment type trading strategies, that is, buy when X, > SMA* and sell when X,