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Charles,
I used displaced moving averages, they are great. They reduce whipsaw
without the penalty of major lag which is caused by using a slower
moving average.
Can you refer me to the article in Aug of '98? I've not seen it.
Where was it published? Is it available on the web somewhere?
Thanks for any help with this.
I can clarify further that DiNapoli RECOMMENDS AGAINST using the
displaced moving average as a mechanical system. The Displaced
moving average is used as an excellent component of a trend
indicator. I trade using DiNapoli's methods.
-Neal.
-----------------
Neal on the 'net.
Trade well. Train hard.
http://www.halcyon.com/neal/
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