Monthly Archives: October 2013

Exponential moving average in T-SQL

Exponential moving averages are similar to weighted moving averages in that they assign less weight to changes long ago, and more weight to recent changes. Weighted moving averages are linear, but exponential moving averages are exponential. That is, the weight can be expressed as a curve:

Weights in EMA
Weights in EMA

There is a great way to calculate exponential moving averages in T-SQL using an undocumented feature about variables and running totals in SQL Server. In this blog post I will show how to use that method to calculate exponential moving average in T-SQL, but I will also present a method that is using standard features in SQL Server. Unfortunately, that means using a loop.

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Weighted moving average in T-SQL

In an earlier post I demonstrated the calculation of moving averages in T-SQL. However, the there is one major drawback with simple moving averages. Price changes in the beginning of the period have the same importance as more recent price changes. Somehow you’d like to assign different weights to the price changes, so that the most recent changes gets the most weight.

For this purpose, a Weighted Moving Average (WMA) can be calculated. In this blog post I will show two different methods to calculate WMA, one that can be used on SQL Server 2005 and later, and the other version is for SQL Server versions earlier than 2005.

Weights WMA9
Weights WMA9

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Moving average in T-SQL

A common calculation in trend analysis is the moving (or rolling) average. A moving average is the average of the, for instance, last 10 rows. The moving average shows a more smooth curve than the actual values, more so with a longer period for the moving average, making it an good tool for trend analysis. This blog post will show how to calculate moving average in T-SQL. Different methods will be used depending on the version of SQL Server.

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Line numbers in t-sql error messages

When you run scripts in SSMS and get an error, the error references a line number in the t-sql statement that caused the error. If you double click the error, SSMS will take you to the error. This works even if you have multiple statements in your query window. So it can be a really helpful feature. But if the error is in code that isn’t in the query window (for instance in a referenced stored procedure), nothing happens when you double click. In that case it can be good to know how SSMS calculates the line number in error messages.

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Create or Replace

Blog series: SQL Server Connect Items

How many times have you been forced to change a “CREATE” statement to “ALTER” because “There is already an object…”:

Msg 2714, Level 16, State 3, Procedure XXX, Line 1 There is already an object named XXX in the database.
Msg 2714, Level 16, State 3, Procedure XXX, Line 1 There is already an object named XXX in the database.

And then you need to change it back to “CREATE” in the script, or else it won’t work when deploying. This will happen if you try to issue a “ALTER” statement on a object that does not exist:

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Rowlock can block more than a row

To avoid the blocking of other users, rowlocks are sometimes used to create locks on the most granular locking level in a table. In theory, when user A makes changes to a row, user B can read, change or delete any other row than that. But in practice, user B can still become blocked by user A altough they are not accessing the same row. It all depends on how data is accessed.

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Missing comma between columns in select statement

Hopefully, when you make an typing error while writing a SQL statement, you get the red curly lines under the offending part of the query showing you where the error is. If you execute the following statement, you’ll get an error message:

Msg 102, Level 15, State 1, Line 1 Incorrect syntax near 'FROMTABLE'.
Msg 102, Level 15, State 1, Line 1 Incorrect syntax near ‘FROMTABLE’.

However, some typos doesn’t create an syntax error. Instead it alters the meaning of the t-sql statement in an perhaps unwanted way. Check out the following example.

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Zero footprint Server/Database DDL Trigger

Aaron Bertrand has written a great introduction to server/database DDL triggers in his article SQL Server DDL Triggers to Track All Database Changes.

I wanted to implement similar DDL triggers on more or less all servers. Some of the databases on those servers were from a 3:rd party, so changes in those databases wasn’t possible. Therefore I wanted to make sure these DDL triggers were “zero footprint”. That is, not causing existing database code to fail. I simply added TRY and an empty CATCH to the trigger, believing I’d be safe. Unfortunately, an error like this…

Msg 3616, Level 16, State 2, Procedure SP1, Line 5 An error was raised during trigger execution. The batch has been aborted and the user transaction, if any, has been rolled back.
Msg 3616, Level 16, State 2, Procedure SP1, Line 5 An error was raised during trigger execution. The batch has been aborted and the user transaction, if any, has been rolled back.

…happened to a SQL Agent job running during the evening.

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