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Jim,
On Sat, 10 Feb 2001 11:54:52 -0500, you wrote:
>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.
>
Because the lag is a result of an inherent _integration_ effect (like
in many or most indicators that work on a "time window"), we can
compensate for it by a follow-up _differentiation_, at least to some
extent.
To find the appropriate "amount of differentiation", it might be
necessary to leave the concept of discrete differentiation (e.g. 1st,
2nd, 3rd, etc) and switch to a continuous one. Additionally, we also
have to consider the lag in the differentiation process.
mfg rudolf stricker
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