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Mark Jurik wrote:
> Bacause of this invariance to slope, lag can be predicted directly from N. Here are the lags for 3 basic moving averages:
>
> TYPE LAG
> ---------------------
> Simple (N-1)/2
> Exponential (N-1)/2
> Weighted (N-1)/3
Since the computation for determining lag is the same for both simple
and exponential averages, why does the exponential average appear to
have less lag than a simple MA? If you chart a 9 period simple, and a 9
period exponential on the same price chart, the exponential very clearly
makes its turns sooner than the simple MA. If this is not showing that
the exponential MA has less lag than the simple MA, what is it showing?
Regards,
Monte
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