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Stocks & Commodities V. 43:03 (8–12): Removing Moving Average Lag by John F. Ehlers
Stocks & Commodities V. 43:03 (8–12): Removing Moving Average Lag by John F. Ehlers
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Removing Moving Average Lag by John F. Ehlers
The lag effect in a moving average is its tradeoff. Reducing lag improves the timeliness of trading signals. Here, we present a new simple but elegant solution that all traders will appreciate.
The best statistical estimate of a block of price values is the average of all the prices. When in a time series, the position of that estimate is in the center of the block along the time axis ...
The lag effect in a moving average is its tradeoff. Reducing lag improves the timeliness of trading signals. Here, we present a new simple but elegant solution that all traders will appreciate.
The best statistical estimate of a block of price values is the average of all the prices. When in a time series, the position of that estimate is in the center of the block along the time axis ...
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