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> and then displaying the difference - short period
> MA minus long period MA. This gives you a rough band-pass filter.
Really gotta be careful with phase shifting when you do that. The gif
(hope it's small enough to get through) shows
yellow = 32 bar sine wave
red = average(c,32) which outputs zero
green = average(c,37) - average(c,28) = rough bandpass
Note the bandpass is perfectly in phase with the original signal. Only
problem is the averages are BACKWARDS -- long minus short. This phase
stuff is why MA crosses and MACD calcs can kill you if you pick the
wrong numbers in a cycling market.
--
Dennis
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