More complex task for BASIC DLL

[Barry Kaufman <102577.325@xxxxxxxxxxxxxx>]

Charles Kaucher wrote:

>While I don't understand all of what you are trying to accomplish it
>certainly seems to be like going to LA by way of Omaha.

>You should be able to reduce mathematically the series formula for the
>weights of the two exponential MAs and do it all in EL.

Maybe, but the references to this method of zero lag average didn't
mention a simplification.  The approach is covered by Tillson on his
site: www.verinet.com/~twt/bmao.htm and here is part of what he shows:

"A perfect moving average can be constructed by adding an Exponential
Moving Average which moves backward in time to one which moves forward
in time, then dividing by two. The phase lead of the backward EMA
cancels the phase lag of the forward EMA producing a moving average
which is both smooth and in phase (but only for historical data, not the
data on the right hand side of the chart, where we want to trade)."

I believe Tillson also covered this in his T3 MA article in TASC.  This
same approach is also covered by Wayne Symon in a NASA article "Digital
Low-Pass Filter Without Phase Shift".

The approach is useless for prediction at the ends of the data series,
So what use?? - to supply the anchor for an anchored momentum indicator
where the anchor is many bars to the left of the last bar.  Other
anchored momentum indicators use a simple, single MA that is offset or
use Fourier smoothing.  The forward - backward approach may be more
accurate than the offset MA and is certainly faster and less complicated
than Fourier. I am curious to try it while at the same time further
developing my DLL programming skills.

But as stated in my previous message, EL or the DLL can't calculate a
backward MA until the series is loaded, and by then charting has been
done.  Is there a way with TS_KIT.DLL or otherwise to process both MA's
before charting?  Intuition tells me that if there is a solution to
this, then a DLL can solve other EL date and start - stop timing issues
like walk forward optimization and charting to the right of last bar.