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On Fri, 23 Mar 2001 09:22:54 -0600, you wrote:
>All this discussion of Jurik's vs. T3 vs. whatever moving average got me
>wondering-what good does getting the lag out of a moving average *really*
>help? How does the lack of a lag translate into a better trading
>system/results? I look at Jurik's promo chart of the Jurik MA and see that
>it tracks price action more closely, but of what value is this?
Lag in many or most indicators is a consequence of some immanent
integration effects. Therefore, lag can be reduced considerably by
applying some amount of differentiation to the indicator.
mfg rudolf stricker
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