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If you offset the moving averages to their zero point you will get a better
picture. Ira.
mgj@xxxxxxxxxxxx wrote:
> From: "Frode L. Aschim" <faschim@xxxxxxxxxxxx>
> >> ...I incorporated a simple MA filter ... This works fine, but in very short
> ranging markets the system gets really whipsawed,... does anyone have any good
> advice about indicators that can be used in limit the number of whipsaw trades?
> <<
>
> It is the lag induced by moving averages that puts your signals out of phase
> with the market's short cycles. A comparison of the pros and cons of many
> modern moving average designs is available in "The Evolution of Moving
> Averages". You can download it at http://www.jurikres.com/faq/reports.htm
>
> Regards,
> Mark Jurik
> ********************************************
> Tools for financial data preprocessing
> Jurik Research http://www.jurikres.com/
> ********************************************
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