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It is
true that Bill Williams uses moving averages displaced into the future.
However this should not be confused with using future data to compute moving
averages plotted on today's data (which can be done in MS using the
system tester but is not useful in actual trading for obvious
reasons).
<SPAN
class=628293500-29032003>
For
example, Bill Williams says that you should plot a 5 period moving average,
displaced by 3 periods. Within MS, it would look like
this:
<SPAN
class=628293500-29032003>
<SPAN
class=628293500-29032003>ref(mov(close,5,s),-3)
<SPAN
class=628293500-29032003>
This
plots the five period MA from 3 periods ago on the current
bar.
<SPAN
class=628293500-29032003>
If you
use a "3" instead of a "-3", that changes the formula entirely and attempts
to use future data on the current bar.
<SPAN
class=628293500-29032003>
<SPAN
class=628293500-29032003>Good Trading,
<SPAN
class=628293500-29032003>
Joe
J.
<FONT face=Tahoma
size=2>-----Original Message-----From: vinst1
[mailto:vinst1@xxxxxxxxx]Sent: Thursday, March 27, 2003 11:36
PMTo: equismetastock@xxxxxxxxxxxxxxxSubject:
[EquisMetaStock Group] Re: Centered Moving
AverageBill williams' Alligator system used MA's
displaced into future. I am not able to recall what's the assumption to do
so. I think is is not simple displacement.Does anyone remember or can
fish out how it was done?vin
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