|
PureBytes Links
Trading Reference Links
|
The classic reference on the displaced moving average is "Techniques of a
Professional Commodity Chart Analyst" by Arthur Sklarew, published in 1980. In
this booke, based on his research, he recommends shifting forward the moving
average by the square root of the length of the moving average e.g. a 25 day
moving average should be shifted forwarded by 5 days (the so called 25x5). These
findings have been used by latter day "gurus" without acknowledging the source.
Allan Havemose wrote:
> Ramin Zahraie wrote:
>
> > When you plot the MA certain periods back, how do you account for the
> > present? Do you use an extrapolation technique?
> >
>
> Generally, I've had success with shifting the moving average FORWARD with
> about half the length of the MA.
>
> Allan
>
> --
> Allan Havemose, Ph.D.
> email:havemose@xxxxxxxxxxxxx
> email:havemose@xxxxxxxxx
> web : http://www.netcom.com/~havemose/allan.html
--
,-._|\ Richard
/ Oz \
\_,--.x/
v
|