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At 1:40 PM -0400 9/6/01, bkmk wrote:
>An easy question I hope.
>
>How can I write a signal that includes a displaced weighted moving
>average? I'd like to say something like:
>
>If C > "displaced WMA" then......
Not easy. unfortunately.
By "displaced moving average" I assume you mean displaced back in time so that it lines up with price.
If it is displaced back in time by, say, two bars, there is no value for the current bar so nothing to compare against the Close. You could project forward to compensate for the displacement but then you are trying to predict the future.
Bob Fulks
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