ARTICLE SYNOPSIS...The lag effect in a moving average is its tradeoff. Reducing lag improves the timeliness of trading signals. Here, we present a new simple but elegant solution that all traders will appreciate
ARTICLE SYNOPSIS...AVERAGING LAG AND THE EMA CONSTANT The equation to compute an exponential moving average (EMA) is: ... Picture a function that increases by 1 for each new day. Then, on the generalized i th day the function will have a value of I . Assume the EMA lag
ARTICLE SYNOPSIS...The Shanghai Composite led the world from March to May, but this key index is lagging in July and a failure at the 50-day looks ominous.
ARTICLE SYNOPSIS...While the Standard & Poor's 500 records multiyear highs, the S&P SmallCap Index remains below its July high, and continued relative weakness bodes ill for small-caps.
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 fil