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• Smoothing Data With Faster Moving Averages by Patrick G. Mulloy

  ARTICLE SYNOPSIS ...Smoothing Data With Faster Moving Averages By Patrick G. Mulloy Has the lag time of moving averages ever irritated you? Well, there is a way around it: a modified statistical version of exponential smoothing with less lag time than the standard exponential moving average that is used in securities technical analysis, a double exponential moving average. All moving averages smooth or reduce the noise level of a time series such as closing stock market prices by increasing the moving average (MA) length. But moving averages have an inherent detrimental lag time that increases as the MA length ...

AUTHOR: Patrick G. MulloyDATE: JAN 1994

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• Smoothing Data With Less Lag by Patrick G. Mulloy

  ARTICLE SYNOPSIS ...Smoothing Data With Less Lag by Patrick G. Mulloy Last time, Mulloy discussed basic moving averages, introduced a new filter called DEMA1 and demonstrated a method with which to utilize exponential moving averages. Mulloy also explained how this new filter could be used in the moving average convergence/divergence (MACD) indicator. Now, Mulloy summarizes with more filtering techniques for the MACD and trading the Nasdaq. Two opposing properties are always at work in the standard moving average smoothing used in technical analysis, increasing the moving average (MA) length to cull more rando...

AUTHOR: Patrick G. MulloyDATE: FEB 1994