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The CMA means Centered Moving Average.
Just a simple moving average
BUT (and the reason these examples are
non-realtime) the calculated average
value is posted at the CENTER OF THE AVERAGE
SPAN.
In other words, a 15 bar moving average calculated
on the data up to the last
bar on the chart is posted 8 bars back from the
last bar.
The channels are set at some % of the CMA
value. Note that there is a different
value for the upper and lower
channels.
Clyde
- - - - - - - - - - - - - - - - - - - - - - - - - - - -Clyde
Lee
Chairman/CEO (Home of
SwingMachine)SYTECH
Corporation email: <A
href="">clydelee@xxxxxxxxxxxx 7910
Westglen, Suite 105
Office: (713) 783-9540Houston, TX
77063
Fax: (713) 783-1092Details
at:
www.theswingmachine.com- - - -
- - - - - - - - - - - - - - - - - - - - - - - -
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Ray
Raffurty
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="">realtraders@xxxxxxxxxxxxxxx
Sent: Thursday, March 20, 2003 6:27
AM
Subject: Re: [RT] More later but for now
a warning
Hi Clyde,
If this is not proprietarily could you please
explain how you calculated the CMA? Is it simply the average of the high
and the low, or is something else involved? Also what values do you use
for the channels above and below the CMA?
Thanks in advance.
Ray Raffurty
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Clyde
Lee(SBCY)
To: <A
title=realtraders@xxxxxxxxxxxxxxx
href="">realtraders@xxxxxxxxxxxxxxx
Sent: Saturday, March 22, 2003 11:13
AM
Subject: Re: [RT] More later but for
now a warning
And if Hurst's concept is right then the prices should
run welloutside of a "normal" envelope about the centered
movingaverage in such a condition.The attached is the results of
running a MODEL (it is not possibleto do this in real time since the
value used for creating the channelsis a centered moving average) of a
trading scheme where a "LowRisk" zone is considered to be entered when
prices move outsideof a given channel. Trading, in this model,
occurs when pricesmove back inside the channel.This example
should give you an idea why we are so interested infinding methods that
can approximate the Centered Moving Averagevalues in real time.
This whole thing is nothing more than tryingto automate the concept of
buy low and sell high without havingthe damaging continue to buy lower
and sell higher reality bitingus in the
pocketbook.Clyde- - - - - - - - - - - - - - - - - -
- - - - - - - - - -Clyde Lee
Chairman/CEO (Home of
SwingMachine)SYTECH
Corporation email:
clydelee@xxxxxxxxxxxx7910 Westglen, Suite
105 Office: (713)
783-9540Houston, TX
77063
Fax: (713) 783-1092Details
at:
www.theswingmachine.com- - - - - - - - - - - - - - - - - - - - - -
- - - - - ------ Original Message -----From: "EarlA"
<earl.a@xxxxxxxxxx>To:
<realtraders@xxxxxxxxxxxxxxx>Sent: Saturday, March 22, 2003 8:14
AMSubject: Re: [RT] More later but for now a warning> The
best short entry may very well be selling into a surrender
drivenspike> rally.>> Earl>> -----
Original Message -----> From: "Kent Rollins"
<kentr@xxxxxxxxxxxxxx>> To:
<realtraders@xxxxxxxxxxxxxxx>> Sent: Friday, March 21, 2003
5:32 PM> Subject: Re: [RT] More later but for now a
warning>>> > Yup. No way I'd go short until
the war is over.> >> > Kent> >>
>> > ----- Original Message -----> > From: "EarlA"
<earl.a@xxxxxxxxxx>> > To:
<realtraders@xxxxxxxxxxxxxxx>> > Sent: Friday, March 21,
2003 5:40 PM> > Subject: Re: [RT] More later but for now a
warning> >> >> > Not a low risk sell with
markets closed until Sunday afternoon and> > possibility of a
surrender rally which could run north of 950. Butshould>
be> > low risk selling opportunities next week.>
>> > Earl> >> > ----- Original Message
-----> > From: "Clyde Lee(SBCY)"
<clydelee@xxxxxxxxxx>> > To: "swingmachine-list"
<swingmachine@xxxxxxxxxxxxxxx>> > Sent: Friday, March 21,
2003 2:19 PM> > Subject: [RT] More later but for now a
warning> >> >> > > The attached shows that
prices (computing up to the close) have> > > definitely entered
a low risk sell zone.> > >> > > The way CMA's are,
the upward trend could continue and "drag"> > > the CMA values
along with it.> > >> > > BUT, I'd be very careful
right here.> > >> > > Clyde> >
>> > > - - - - - - - - - - - - - - - - - - - - - - - -
- - - -> > > Clyde Lee
Chairman/CEO (Home of
SwingMachine)> > > SYTECH
Corporation email:
clydelee@xxxxxxxxxxxx> > > 7910 Westglen, Suite
105 Office: (713)
783-9540> > > Houston, TX
77063
Fax: (713) 783-1092> > > Details
at:
www.theswingmachine.com> > > - - - - - - - - - - - - - - - - -
- - - - - - - - - - -> > >> > >> >
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