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>>One solution is to initialize the Xaverage with a regular average (same
length), or a linear regression estimate. This will solve the
initialisation quicker, and takes the advantage of MBBack. The drawback is
that you cannot easily use this with imbricated Xaverages, because the
initialisation of the 2nd can be done only after the first one.<<
Why not initialize both Xaverages, at the same time, to the same value?
- Mark Jurik
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