SMA Indicator: Formula, Settings and How to Read It
The SMA (simple moving average) is the arithmetic mean of the last N samples of a chosen series, every sample carrying the same weight. Senzoukria defaults to a 20-period average, computed on the bar close, on bar delta or on bar volume.
Senzoukria · Indicators · Updated September 2026
SMA ships with the Senzoukria desktop app, in the Averages & volatility group of the indicator catalogue. It is drawn on the price chart.
What SMA measures
The value is the sum of the last N samples divided by N, recomputed as the window slides forward one bar at a time. Because the weights are equal, the average moves for two reasons at once: the bar entering the window and the bar leaving it. The source selector decides what is averaged. Close smooths price, Delta smooths the per-bar difference between buy-side and sell-side traded volume, Volume smooths traded size. Nothing is drawn until N samples exist, so with the default period the line starts at the twentieth bar rather than the first.
The formula, as implemented
This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
SMA_N(source) = Σ x[i−N+1..i] / N. Défaut N=20, la période pilier des moyennes intraday.
How to read it
- Read the slope before the level: a rising 20-period line means the mean of the last 20 closes is higher than it was on the previous bar, and nothing more than that.
- Price crossing the line states that the current close sits on the other side of the recent mean; it says nothing about who was aggressive at that price.
- With the source set to Delta, a value above zero means buy-side aggression dominated the window on average, and a value below zero the opposite.
- When the average drops because a large old bar left the window, that is the window boundary moving, not new trading; check which of the two bars caused the change.
- Use the average as context for the footprint cells rather than as a replacement: the bid x ask grid holds the detail the mean erases.
Parameters and defaults
Period defaults to 20 and accepts 1 to 500. A short period tracks price closely and is crossed often, a long one gives a flatter reference that reacts later, and at a period of 1 the output is the source itself. Source defaults to Close; switching it to Delta or Volume turns the same arithmetic into a smoother for a footprint-derived series instead of for price.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Period | number | 20 | 1 – 500 |
| Source | choice | Close | Close, Delta, Volume |
What it does not show
A simple average lags by about half its window, so at the default 20 the line describes where price has been. Equal weighting also produces an abrupt step when an outlier drops out of the window, a move that reflects the window boundary rather than current trading. On Close, the calculation reads one number per bar: the bid x ask distribution inside the bar, the aggressor side and the book are all outside it. In a range, a flat average is crossed repeatedly with no directional content.
Using it in Senzoukria
Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.
Related indicators
- WMA — Averages & volatility
- Hull MA — Averages & volatility
- ATR (Wilder) — Averages & volatility
- Bollinger — Averages & volatility
- Keltner — Averages & volatility
- Donchian — Averages & volatility
See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.
Frequently asked questions
- What period does the SMA use by default in Senzoukria?
- The default period is 20 bars and the default source is the bar close. The period can be set anywhere from 1 to 500. Because the average needs a full window, the line appears only once 20 bars are available in the loaded history.
- Can a simple moving average be applied to delta instead of price?
- Yes. The source selector offers Close, Delta and Volume, so the same arithmetic mean can be applied to the per-bar delta or to the traded volume of each bar. Averaging delta smooths the bar-to-bar swings of buy-side versus sell-side aggression, while the raw values stay visible in the footprint cells.
- What is the difference between an SMA and an EMA?
- An SMA gives every bar in its window the same weight and drops the oldest bar entirely when the window moves. An EMA never drops a bar; it applies a decaying weight, so it reacts sooner to the newest data and keeps a residual influence from older ones. That is why an SMA steps when an old outlier leaves the window and an EMA does not.