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I´ve been looking at Kaufman´s adaptive moving average and would like to
change it so it would be less sensitive to short-term breaks. The original
formula uses a range of days from 2 to 30 (n). Changing those values gives
a very strange MA.
Does anybody have any suggestions how to change the formula or parameter
values?
Thanks in advance,
Marcus Ingelin
Stockholm, Sweden
marcus.ingelin@xxxxxxxxxx
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