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Bob,
As le corbeaux masque points out if you smooth a close you will also
introduce lag. The quest for a low lag smoothing method is about as
extensive as the quest for the holy grail and just about as
formidable. Ehlers and other mathmatically minded engineering types
have tried filters of various sorts. The problem still exist though.
All that being said try this zero lag ema and see if it helps.
Preston
{Zero Lag EMA}
Period:= Input("What Period",1,250,10);
EMA1:= Mov(C,Period,E);
EMA2:= Mov(EMA1,Period,E);
Difference:= EMA1 - EMA2;
ZeroLagEMA:= EMA1 + Difference;
ZeroLagEMA
--- In equismetastock@xxxxxxxxxxxxxxx, le corbeaux masque
<lecorbeauxmasque7@xxxx> wrote:
> smoothing=averaging ????
> averaging=lagging ???
>
> either at some point or another i don't think there's
> a short cut thru it....
>
> using the "if" function i once tried to reduce the
> need for long averages by "filtering" data
> the idea was to use one average of previous bar with
> great volatility and another average of bars with low
> volatility (average of the X previous bars with a
> above average (h-l) range and another average ofX
> previous bars with small ranges)
>
> it was cool at times when used as main average for
> other indicators but because of the *¨%^$µ limitation
> in MS (try mov(specialMA(5),4,s)-mov(specialMA(5),20))
> i gave up
>
> i have to add i'm usually a fan of KISS trading
>
> --- "bob1@xxxx" <bob1@xxxx> wrote:
> > All:
> >
> > Is there a simple formula to smooth out the closing
> > prices
> > besides a moving average? A large moving average
> > produces
> > a significant amount of delay.
> >
> > Thanks.
> >
> > Bob
> >
> >
> --------------------------------------------------------------------
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> > http://mail2web.com/ .
> >
> >
> >
>
>
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