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Re: [amibroker] Displaced Moving Averages



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WOW THAT WAS QUICK...WHAT SERVICE!!!

THANKS ANTHONY






--- Anthony Faragasso <ajf1111@xxxx> wrote:
> Rick,
> /****************start code**********/
> dmac=Ref(MA(C,3),-3);//Todays moving average moved
> forward 3 days
> 
> Plot(C,"CLOSE",6,64);
> Plot(dmac,"DISPLACED",5,1);
> /********end code******************/
> 
> /*************************************/
> highs=MA(h,4);
> lows=MA(L,4);
> plot(highs,"MaHigh",4,1);
> plot(lows,"MaLows",4,1);
> plot(c,"close",6,64);
> 
> 
> 
> 
> Rick wrote:
> 
> > Is it possible to use Displaced Moving Averages
> of the
> > Close (DMAC) with amibroker? Although it is a
> lagging
> > indicator it is forward looking..
> > To compute a 3x3 DMAC:
> > 1. (close day#1 + close day#2 + close day#3)
> divided
> > by 3 = 3 MAC
> > 2. 3 MAC is then moved to day#6 to become 3x3
> DMAC
> > 3. What we, ve done is to take the 3 MAC from
> day#3
> > and place it as the 3x3 DMAC for day#6.
> >
> > A displaced moving average has a number of
> benefits
> > over that of non-displaced moving average. The
> main
> > benefit is that it does a better job ov visual
> > containment. It also keeps us much closer to the
> > price action than a non-displaced MA, because it
> is
> > projected forward in time.
> >
> >
> > Also is it posible to take the moving average of
> the
> > high and low, ie 4 Day Simple Moving Average Of
> the
> > Highs obtained in the last 4 bars, and 4 Day
> Simple
> > Moving Average of the Lows obtaine in the last 4
> bars.
> >
> > As you can tell I like to use Moving Averages in
> my
> > analysis..Thanks for such a great product Tomasz,
> and
> > a fantastic news group!!
> >
> > =====
> > ZZ
> >
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> 
> 
> 


=====
ZZ

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