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The article "The Moving Trend" of William Rafter in
TASC 1/2003 p.38 where he shows that the so
called Moving Trend values fit better than the usual
Moving Avarages caught my attention.
On page 87 there is also the code of MT for AmiBroker
MT = LinearReg(C, 20); // 20 day Moving Trend
Ie. MT is simply a Moving Linear Regression.
Inspired by this, I wonder if it would be possible to
develop a bands system similar to the Bollinger Bands
(ie. using standard deviations) which internally uses
Moving Trends instead of the usual MA, EMA etc.
Any thoughts on this welcome.
UM
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