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Rudolph:
What you say is correct. Since the data is discrete, not a function, how do
we do a continuous differentiation?
Lionel Issen
lissen@xxxxxxxxx
----- Original Message -----
From: "rudolf stricker" <lists@xxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Sunday, February 11, 2001 11:02 AM
Subject: Re: Lag In Moving Avg
>
> 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
> | Disclaimer: The views of this user are strictly his own.
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