[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Lag In Moving Avg



PureBytes Links

Trading Reference Links

For all the moving average mavens,
Here's a moving average by Tillson that you may enjoy. It was originally 
presented in TASC.

J.

{MOVING AVERAGE TILLSON TWICING [TASC]}
periods:= Input("Periods?",1,63,5);
a:= Input("HOT?",-10,2,.000075);
e1:= Mov(P,periods,E);
e2:= Mov(e1,periods,E);
e3:= Mov(e2,periods,E);
e4:= Mov(e3,periods,E);
e5:= Mov(e4,periods,E);
e6:= Mov(e5,periods,E);
c1:= -a*a*a;
c2:= 3*a*a+3*a-3*a*a*a;
c3:= -6*a*a-3*a-3*a*a*a;
c4:= 1+3*a+a*a*a+3*a*a;
c1*e6+c2*e5+c3*e4+c4*e3;




>From: "x" <xtr61832901@xxxxxxxxxx>
>Reply-To: metastock@xxxxxxxxxxxxx
>To: <metastock@xxxxxxxxxxxxx>
>Subject: Re: Lag In Moving Avg
>Date: Sun, 11 Feb 2001 09:43:46 +1300
>
>Hi
>
>Below is  the indicator code for a 10 day Moving Average. Just cut & paste
>into Indicator section to use it.
>This was taken from one of the TASC mags and I think is available on the
>Metastock Formula pages.
>
>
>N:=10;
>TN:=Mov(CLOSE,N,S);
>s1:=((n-1)/2)*C+((n-3)/2)*Ref(C,-1)+((n-5)/2)*Ref(C,-2)+((n-7)/2)*Ref(C,-3)+
>((n-9)/2)*Ref(C,-4)+((n-11)/2)*Ref(C,-5)+((n-13)/2)*Ref(C,-6)
>+((n-15)/2)*Ref(C,-7)+((n-17)/2)*Ref(C,-8)+((n-19)/2)*Ref(C,-9);
>y2:=TN+(6*S1)/((n+1)*n);
>y2
>
>Regards & thanks to all the contributors from a long time lurker.
>
>Chris
>New Zealand
>
>
>----- Original Message -----
>From: wooglin.org@xxxxxxxxxxx
>To: List MetaStock
>Sent: Sunday, February 11, 2001 5:54 AM
>Subject: Lag In Moving Avg
>
>
>Aside from Jurik's proprietary method, does anyone know of a way to
>formulate a way to get the lag out of a moving average.
>
>Thanks,
>
>Jim Barone
>

_________________________________________________________________
Get your FREE download of MSN Explorer at http://explorer.msn.com