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centered moving average and the null zone

Last post 07-21-2007, 3:59 by amory. 2 replies.
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  •  07-20-2007, 8:38 24759

    centered moving average and the null zone

    Hi everybody,

    I'm looking for someone who can help me with this problem: how to plot values of a centered moving average into the "null zone" using the projection of the last aviable close of a security. For example: consider this sequence of closes - 2 -3 - 4 - 5 - 3 - 4 - 2 (this is the very last close). A 5-data CMA can't calculate and obviously plot its values for the next to last close (4) and the last close (2). To overcome the problem I'd like to project the last close into the future: so for the next to last close (4) the CMA should be (5+3+4+2+2)/5 and for the last close (2): (3+4+2+2+2)/5.

    Of course, this "indicator" should work also in the explorer.

    Thanks in advance

    Marco

  •  07-21-2007, 3:10 24774 in reply to 24759

    Re: centered moving average and the null zone

    my understanding is that you can't project a formula into the day ahead.  so why not just a simple formula & imagine that the last item (or the direction it is taking) is actually a projection?

    just to start the ball rolling, you could try (Ref(C,-3)+Ref(C,-2)+Ref(C,-1)+(2*C))/5 for one of them & similar for the other one.

    creating an exploration should be easy.  one could be looking for where the formula on the last day comes up higher than on the day before, etc.


    amory
  •  07-21-2007, 3:59 24776 in reply to 24774

    Re: centered moving average and the null zone

    don't think you'll find it of much usefulness.  I've tried it on various stocks & it's almost identical to the 3-day MA.  maybe too easy, that's why.
    amory
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