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DiNapoli gives three displaced MA's he likes. For very short term trading
he likes the 3d3 (3 bar MA displaced 3 bars forward), for intermediate terms
he likes the 7d5, and for longer term traders he likes the 25d5.
You can get this one of two ways. If you just want to plot the 7d5 on a
chart, then go to the Indicators, then put 7 in the Periods box and +5 in
the Horizontal shift box.
In the System Tester you would write the formula to do a buy when the price
crosses the 7d5 (for example) as
Cross(C,Ref(Mov(C,7,E),-5)).
You can choose whatever kind you want (s,e,etc). It doesn't make a whole
lot of difference for short MA's but you may want to use an exp or weighted
for longer ones so they are more responsive.
Tom
----- Original Message -----
From: "T.E.M. Lockefeer" <sky40912@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Friday, November 24, 2000 11:38 AM
Subject: Re: displaced moving average formula
> Tom :
>
> Can you give an example formula ?
>
> Thanks Theo
>
>
>
> ----- Original Message -----
> From: "Tom Sprunger" <tlsprunger@xxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Friday, November 24, 2000 5:39 PM
> Subject: Re: displaced moving average formula
>
>
> > Vignesh, a displaced moving average is a moving average that has been
> moved
> > or "displaced" away from its natural position. Pring and DiNapoli among
> > others talk about them and DiNapoli is quite high on them. In their
case
> > the moving average is "displaced" forward by and amount. So, if you
have
> a
> > 7 bar moving average displaced 5 bars, it is a 7 bar MA where the most
> > recent bar used in the average is from 5 bars ago. The logic is that
you
> > will get fewer whipsaws if the average is moved forward. From what I
have
> > seen, this is true many times. You can use the Horizontal shift option
to
> > accomplish this in the MS Indicators.
> >
> > Tom
> >
> > ----- Original Message -----
> > From: "Vignesh" <vignesh@xxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Friday, November 24, 2000 2:40 AM
> > Subject: Re: displaced moving average formula
> >
> >
> > > hello list,
> > >
> > > It is probably something very basic, but I haven't been able to figure
> out
> > > what "displacing moving average" is all about. Martin Pring's Book on
> TA
> > > does not explain it in any detail. What is the logic and
interpretation
> of
> > > displacing a MA? A related question I guess would be, what do the
> > > Vertical/Horizontal shift options on MS mean?
> > >
> > > all responses appreciated,
> > >
> > > vignesh
> >
> >
> >
>
>
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