Simple Moving Average - version2 : this program is now able to deal with duplicate dates ( it will give you total stock value for each date and calculate Moving Average). Enjoy.

SimpleMovingAverage.java

import java.io.*;
import java.util.*;

/**
 * Created with IntelliJ IDEA.
 * User: joonhyunglim
 * Date: 5/25/13
 * Time: 6:34 PM
 * To change this template use File | Settings | File Templates.
 */
public class SimpleMovingAverage {

        private final Queue<Double> window = new LinkedList<Double>(); // Last in First Out
        private final int period;
        private double sum;

        public SimpleMovingAverage(int period) {

            assert period > 0 : "Period must be a positive integer";
            this.period = period;

        }

        public void newNum(double num) {

            sum += num;
            window.add(num);

            if (window.size() > period) {

                sum -= window.remove();

            }

        }

        public double getAvg() {

            if (window.isEmpty()) return 0; // technically the average is undefined

            return sum / window.size();
        }

        public static void main(String[] args) throws IOException {

            long start = System.currentTimeMillis(); // this is for measuring the computation time.

//            ArrayList<Double> Data = new ArrayList<Double>();
            Hashtable<String,Double> grouped = new Hashtable<String,Double>();
            int[] windowSizes = {30,50,100,200};

            // Reading file — Assume that there is no column header.
            File NASDAQ = new File("/Users/joonhyunglim/Desktop/MSiA/MSiA431/data/NASDAQ_daily_combined.csv");
            BufferedReader Reader = new BufferedReader(new FileReader(NASDAQ));

            String line;
            while ((line = Reader.readLine()) != null) {
                String[] tokens = line.split(",");
//                Data.add(Double.parseDouble(tokens[6]));
                if (grouped.contains(tokens[2])) {
                    grouped.put(tokens[2],grouped.get(tokens[2]) + Double.parseDouble(tokens[6])); // group sum
                } else {
                    grouped.put(tokens[2], Double.parseDouble(tokens[6]));
                }
            }
//            System.out.println(grouped.size());
            Reader.close();


            for (int windSize : windowSizes) { // it will create number of files based on your windowsize specification.

                // Writing the outcome
                File outfile = new File("/Users/joonhyunglim/Desktop/MSiA/MSiA431/data/NASDAQ_Moving_Average_"+windSize+".csv");
                // you don't need to create the file previously, it will create the file if it does not exist
                if (outfile.createNewFile()) {
                    System.out.println("File created");
                } else {
                    System.out.println("I found the file. I am writing to the existing file");
                }
                BufferedWriter result = new BufferedWriter(new FileWriter(outfile));


                // Simple Moving Average
                SimpleMovingAverage ma = new SimpleMovingAverage(windSize);


                // sort the Hashtable by key and iterate them
                String[] keys = grouped.keySet().toArray(new String[0]);
                Arrays.sort(keys);
                for(String key : keys) {
                    ma.newNum(grouped.get(key));
                    result.write(key +","+ grouped.get(key)+"," + ma.getAvg()); // for each date, Left is a data point, and the right is a SMA.
                    result.newLine();
                }

                // This is for the unsorted version
                /*for (Map.Entry<String,Double> x : grouped.entrySet()) {
                    ma.newNum(x.getValue());
                    result.write(x.getKey() +","+ x.getValue()+"," + ma.getAvg()); // for each date, Left is a data point, and the right is a SMA.
                    result.newLine();
                }   */
                result.close();
            }
            long time = System.currentTimeMillis() - start;
            System.out.println("\n**Execution Time is : "+time/1000+"seconds**");
        }
}