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Re: [amibroker] Extrapolating a lagged moving average



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----- Original Message -----
Sent: Monday, August 01, 2005 10:36 PM
Subject: [amibroker] Extrapolating a lagged moving average

Hi All,


Any ideas on how to ezxtrapolte a lagged moving
average?
You might get some guidance from a discussion of Sigma bands and Hurst envelopes a year or two ago.

The formula for the lagged moving average is as
follows:

PDS=21;
MA_PDS=pds/2;
Lag_pds=ma_PDS/2;

MAvg=ma(c,pds/2);

MAvg=ref(mavg,lag_pds);


The above formula will plot a half span moving average
of the 21 day cycle which has been lagged to plot at
the appropriate data point. This moving average has
now to be extrapolated to the current point. Any ideas
on how to do this?

TIA for any help.


Regards


Rakesh





           
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