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Re: What's so great about low-lag moving averages? Seriously



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this picture demonstrates that you take insignificant
second order effects seriously. I wonder what is
happening to your bank account if it is not refilled
by TradeStation for secret contract with them under
distributing this propaganda. Propaganda is marvelous
without you, although it is talking to itself.


--- Bob Fulks <bfulks@xxxxxxxxxxxx> wrote:

> At 11:28 AM 1/11/2007, Mark Johnson wrote:
> >So I would like to ask, in all seriousness, how
> >do low-lag moving averages improve the profitability
> >of trading systems?  I guess my confrontational
> >stance is, "Just because they have lower lag doesn't
> >automatically guarantee they are more profitable."
> >
> >Thanks for any insight,
> 
> These better averages have a tradeoff between lag
> and smoothness that is better than that for
> conventional averages. One option is same smoothness
> and lower lag. The other option is much smoother
> (less noise) and same lag. 
> 
> Maybe the "much smoother and same lag option" is
> easier to understand. (See picture).
> 
> Bob Fulks