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Bob Fulks wrote:
>
> At 6:22 PM -0700 9/29/00, Monte C. Smith wrote:
>
> >Bob Fulks wrote:
> >
> >>Using an "underdamped" moving average can be used to create a
> >>smoother result with less lag. It tends to "ring" at some resonant
> >>frequency.
> >
> >How is the dampening achieved? And, I have to assume at this point
> >that the frequency at which the ringing occurs is known as a part of
> >the design process. Is code then added to filter the result of the
> >resonant frequency, i.e., the ringing?
>
> These filters are analogous to a mechanical resonance. The springs in
> your car are and example of such a system. The shock absorbers serve
> to damp out the oscillations. Without them the car would bounce up
> and down a lot after hitting a bump. Critical damping is the point
> where the car motion returns to the original position with any
> overshoot.
Thanks, Bob. I have to admit, I'm frankly amazed at the rate at which
my personal conceptual view of this topic has deepened thanks to the
contributions of yourself, Carroll, Mark, and everyone else on this
topic. I had viewed 'price as a signal' and 'averages as filters' only
as convenient analogies, but see them as realities now.
In this particular case, I was seeking a somewhat more concrete example
of how damping may be achieved, but don't want to appear to be asking
for your personal code, a subject that is sometimes touchy at best. I'll
simply expand my library and pick up the 'nuts and bolts'
implementations that way. (I knew decades ago that my lack of facility
with algebra was going to haunt me).
Regards,
Monte
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