Letters to S&C by Technical Analysis, Inc.
CALCULATING MOVING AVERAGES
Is there a program on the market that
calculates moving averages with
different filters and nothing else?
JOHAN RISBERG, via e-mail
The moving average itself is a low-pass
filter. There are several programs that
calculate moving averages with filters,
including MESA, VIDYA, KAMA, MAMA,
Gaussian filters, and Butterworth filters,