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  |  AUG 1990

SIDEBAR: Triangular moving averages

SIDEBAR: Triangular moving averages Article Figure 1 represents a 20-period triangular moving average (P=20). By convention, the maximum weight for all values of P is 2.0. If P=20, the maximum weight 2.0 must be at the midpoint, time period 10. Incremental weights from zero will be 2/(P/2), or ±0.2 in this example. The diagram indicates that weights return to zero at time period 20, period P. Therefore, the number of effective time periods and weights, n, are 19, so n=P- 1 .

by Technical Analysis, Inc.

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