Weight + Volume + Move-Adjusted Moving Average: It's WEVOMO! by S. Bisse
ARTICLE SYNOPSIS ...Stocks & Commodities V. 23:4 (32-35): Weight + Volume + Move-Adjusted Moving Average: It's WEVOMO! by Stephan Bisse
Moving averages: I use 'em, you use 'em, we all use 'em, but can they really tell you anything about the future direction of a time series? In this article, the third of a series, we look at minimizing the lag even more using the weighted move- and volume-adjusted moving average.
Moving averages merely give you a view of where a time
series has been in the past. So how can it be used as a predictor? The only way is by adding more information Copyright into the calculation. But ...