C# Moving averages extensions (Cumulative, Simple, Exponential).

gistfile1.cs

public static class MovingAverageExtensions
{
    public static IEnumerable<decimal> CumulativeMovingAverage(this IEnumerable<decimal> source)
    {
        ulong count = 0;
        decimal sum = 0;

        foreach (var d in source)
        {
            yield return (sum += d) / ++count;
        }
    }
    
    public static IEnumerable<decimal> SimpleMovingAverage(this IEnumerable<decimal> source, int length)
    {
        var sample = new Queue<decimal>(length);

        foreach (var d in source)
        {
            if (sample.Count == length)
            {
                sample.Dequeue();
            }
            sample.Enqueue(d);
            yield return sample.Average();
        }
    }
    
    public static IEnumerable<decimal> ExponentialMovingAverage(this IEnumerable<decimal> source, int length)
    {
        var alpha = 2 / (decimal)(length + 1);
        var s = source.ToArray();
        decimal result = 0;

        for (var i = 0; i < s.Length; i++)
        {
            result = i == 0
                ? s[i]
                : alpha*s[i] + (1 - alpha) * result;
            yield return result;
        }
    }
}