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molfetta  
#1 Posted : Friday, July 20, 2007 8:38:03 AM(UTC)
molfetta

Rank: Newbie

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Joined: 7/20/2007(UTC)
Posts: 5

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

amory  
#2 Posted : Saturday, July 21, 2007 3:10:32 AM(UTC)
amory

Rank: Advanced Member

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Joined: 4/18/2007(UTC)
Posts: 99
Location: sydney australia

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  
#3 Posted : Saturday, July 21, 2007 3:59:37 AM(UTC)
amory

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 4/18/2007(UTC)
Posts: 99
Location: sydney australia

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.
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