How to calculate a rolling average within SQL Server Compact

Question

There are at least a dozen ways to skin this cat in regular SQL Server, but I am trying to solve this problem within the limitations of SQL CE. I have a table of stock values:
Stock, Date, Open, High, Low, Close
and I want to add 1 column "RollingAVG" which is simply the AVG(Close) over a specified timeframe (say 30 days)
This code here works in SQL Server 2012 just fine (of course) but I need something that produces the same results in SQL CE.  Any thoughts?  Thanks!
SELECT b.Symbol,b.DateTrade, b.ValueClose,
(SELECT
AVG(a.ValueClose)
FROM
HistoryPrice a
WHERE
a.DateTrade >= DATEADD(d,-30,b.DateTrade)
AND a.DateTrade <= b.DateTrade
AND a.Symbol = b.Symbol
) as Rolling30Close
(SELECT
MIN(a.ValueLow)
FROM
HistoryPrice a
WHERE
a.DateTrade >= DATEADD(d,-30,b.DateTrade)
AND a.DateTrade <= b.DateTrade
AND a.Symbol = b.Symbol
) as Min30Day
(SELECT
MAX(a.ValueHigh)
FROM
HistoryPrice a
WHERE
a.DateTrade >= DATEADD(d,-30,b.DateTrade)
AND a.DateTrade <= b.DateTrade
AND a.Symbol = b.Symbol
) as Max30Day
FROM
HistoryPrice b
order by Symbol,DateTrade desc
Shane

Answer 1

Hi,
AVG function is supported in SQL Server Compact. However, embedded select clause is not supported in Visual Studio and a SQL Execution error will be thrown out.
I suggest you optimize your query. You can refer to the below code:
AVG (SQL Server Compact)
http://technet.microsoft.com/en-us/library/ms174124.aspx
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Thanks.
Tracy Cai
TechNet Community Support