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Mark Jurik wrote:
>
>
> The SMA has more "inertia" than the EMA. Consequently, it takes longer to respond to reversals. As the cycles speed up, SMA will lag further behind EMA. However, on straight trends (no cycles), the lags are the same.
>
Thanks Mark. The formulae for determining lag in MAs at turning points
must look a good deal different from those that determine lags in
'steady state' series, and the formula for making this determination in
a SMA would then look quite a bit different from that of an EMA. If
there is anything in print that explains it well to a non-mathematician,
perhaps you or someone else on the List could make a recomendation?
Regards,
Monte
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