RE: PJ's MA

["Bob Jagow" <bjagow@xxxxxxx>]

Your formula doesn't match the real thing, Steve.
http://www.equis.com/customer/support/formulas/cf00088.html , the current
version, is discussed and compared to VIYDA on p437+ of his ['98] 3rd ed.
http://www.equis.com/customer/support/formulas/cf00073.html ,from the ['87]
2nd ed, uses Wilder's 'average off' EMA-type calc -- his 5 would correspond
to a 9-d ema.
  The GIF shows the two [10-day] curves -- red is current and blue is your Z
version.

Bob

bjagow@xxxxxxx <mailto:bjagow@xxxxxxx>


-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx
[mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Steve Karnish
Sent: Thursday, March 25, 1999 8:24 AM
To: metastock@xxxxxxxxxxxxx
Subject: PJ's MA


List,

Does anyone have articles or write ups on Perry Kaufman's moving average
formula:

Day:=Cum(1)+1;

Z:=Input("Periods",2,1000,5);

MV:=(1/Z);

If(Day<(Z+2),C,If(day=(Z+2),Mov(C,LastValue(Z),S),PREV+(MV*(C-PREV))))


Steve Karnish
CCT

Attachment Converted: "c:\eudora\attach\KAMA.gif"