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Re: moving average



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Paul wrote:
> 
> hello,
> 
> I need an average that is similar to a simple average but instead of
> subtracting the earliest bar (when adding new one) I would subtract average
> of ,say 5 latest bars (in case of a 5 bar average). thanks
> Paul
Paul:

Don't really get your point, but I suggest you look at exponential
moving averages or weighted averages: they are a closer fit than
Simple moving averages.