STOCKS & COMMODITIES magazine. The Traders' Magazine

Register or Log In — Traders.com and STOCKS & COMMODITIES magazine

  |  NOV 1990

Moving Average Myths by Jason S. Glazier

Moving Average Myths by Jason S. Glazier There is a myth that commonly used averaging and smoothing techniques require different times to calculate. The simple, step-weighted and exponentially smoothed moving averages are the most commonly used for technical analysis. These three moving averages dominate technical analysis methodology. Rarely do technical analysis publications or books mention any aspects of efficiency in calculating commonly used functions, and commercial technical analysis programs often overlook these algorithms as well. To test this, see if your commercial program takes significantly longer to calculate a 40-day step weighted moving average than an exponentially smoothed moving average. Because these averages are calculated so frequently, it is essential that efficiency is considered. I will present linear iterative algorithms in C code for all three commonly used moving averages.

by Jason S. Glazier

Technical Analysis of STOCKS & COMMODITIES
The Traders’ Magazine since 1982
has had over 1,226,237 subscribers from 174 different countries.
37,000 Page Traders’ Archive for $89.99

NOT A SUBSCRIBER?

To continue reading, sign-up for trial access to Traders.com and the S&C Archive37,000 pages of trading ideas!




After verifying your email address, you will have limited access to the S&C Archive, as well as access to a Digital Edition of S&C, and access to Traders.com Advantage and Working Money for 30 days.



DEPARTMENTS: Advertising | Editorial | Circulation | Contact Us | BY PHONE: (206) 938-0570

PTSK — The Professional Traders' Starter Kit
Home — S&C Magazine | Working Money Magazine | Traders.com Advantage | Online Store | Traders’ Resource
Add a Product to Traders’ Resource | Message Boards | Subscribe/Renew | Free Trial Issue | Article Code | Search

Copyright © 1982–2024 Technical Analysis, Inc. All rights reserved. Read our disclaimer & privacy statement.