- Katılım
- 23 Eki 2020
- Mesajlar
- 1,828
Modified Moving Average . To: <metastock@xxxxxxxxxxxxx> . Subject: Modified Moving Average . From: "Jeff Ledermann" <j.ledermann@xxxxxxxxx> . Date: Sun, 20 Feb 2000 16:13:37 +1000 . Importance: Normal . In-Reply-To: <008601bf6cd7$f6399300$5f1c4118@xxxxxxxxxxxxxxxxxxxxxx> . Reply-To: metastock@xxxxxxxxxxxxx . Sender: owner-metastock@xxxxxxxxxxxxx For those around here wondering what that awful formula was, it's from the Jan 2000 TASC describing a form of weighted moving average. Here's a 20 period version I like. |
|
Modified Moving Average II {Modified Moving Average - TASC Jan 2000 by Joe Sharp} n:=20; tn:=Mov(C,n,S); s1:=((n-1)/2)*C + ((n-3)/2)*Ref(C,-1) + ((n-5)/2)*Ref(C,-2) + ((n-7)/2)*Ref(C,-3) + ((n-9)/2)*Ref(C,-4) + ((n-11)/2)*Ref(C,-5) + ((n-13)/2)*Ref(C,-6) + ((n-15)/2)*Ref(C,-7) + ((n-17)/2)*Ref(C,-8) + ((n-19)/2)*Ref(C,-9) + ((n-21)/2)*Ref(C,-10) + ((n-23)/2)*Ref(C,-11) + ((n-25)/2)*Ref(C,-12) + ((n-27)/2)*Ref(C,-13) + ((n-29)/2)*Ref(C,-14) + ((n-31)/2)*Ref(C,-15) + ((n-33)/2)*Ref(C,-16) + ((n-35)/2)*Ref(C,-17) + ((n-37)/2)*Ref(C,-18) + ((n-39)/2)*Ref(C,-19); tn+(6*s1)/((n+1)*n); |
Plotted against a 20 EMA it's immediately obvious that it has much the same characteristics as its namesake, Guppy MMA. Maybe this isn't so surprising since in both cases we're effectively comparing longer against shorter term MAs. Have a look at the attached March Soybeans and check out the inflection points in the Guppy MMA with the MMA-20 separation from the EMA. I think it's giving a clearer signal. You may have been tempted to go long in late Sep based on the Guppy MMA but the MMA-20 was still pointing hard down and didn't turn up until the second (higher) low in early Oct. I think current action resembles late August - triangle measurement gives target near 541. Cheers Jeff. [17374] | |
| |
Source / From: | |
