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Hi Pat,
The problem with any moving average is the lag that is introduced when
you begin manipulating them. So the question then is are you really
improving them? There is a formula out there that was discussed several
years ago at:
http://finance.groups.yahoo.com/group/equismetastock/message/23694
I'm not aware of any that restrict the advance/decline by a percentage
or points...seems that would defeat their purpose.
Another thought is an adaptive moving average which is set to a small
lookback period at the beginning of a trend then adjust to longer
lookbacks as the trend progresses based on an indicator value. There
are DLL's in the files section that will help you with this task.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "Patrick Butler" <pat494@xxx>
wrote:
>
> Hi,
> Our old friends moving averages do a good job and are generally
useful. However to improve them and their forecasting ability, is it
possible to negate their larger than normal swings up and down ? A
spike of more than X points or a percentage perhaps ? Perhaps there is
a formula already out there somewhere ? Jurik may have done something
along these lines.
> Thanks
> Pat
>
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