V.8:8 (287-293): SIDEBAR: Triangular moving averages
Product Description
SIDEBAR: Triangular moving averages
Article Figure 1 represents a 20-period triangular moving average (P=20). By convention, the maximum weight for all values of P is 2.0. If P=20, the maximum weight 2.0 must be at the midpoint, time period 10. Incremental weights from zero will be 2/(P/2), or ±0.2 in this example. The diagram indicates that weights return to zero at time period 20, period P. Therefore, the number of effective time periods and weights, n, are 19, so n=P- 1 .
Article Figure 1 represents a 20-period triangular moving average (P=20). By convention, the maximum weight for all values of P is 2.0. If P=20, the maximum weight 2.0 must be at the midpoint, time period 10. Incremental weights from zero will be 2/(P/2), or ±0.2 in this example. The diagram indicates that weights return to zero at time period 20, period P. Therefore, the number of effective time periods and weights, n, are 19, so n=P- 1 .
FOR THOSE ORDERING ARTICLES SEPARATELY:
*Note: $2.95-$5.95 Articles are in PDF format only. No hard copy of the article(s) will be delivered. During checkout, click the "Download Now" button to immediately receive your article(s) purchase. STOCKS & COMMODITIES magazine is delivered via mail. After paying for your subscription at store.traders.com users can view the S&C Digital Edition in the subscriber's section on Traders.com.
| Take Control of Your Trading. |
| Professional Traders' Starter Kit |
| All these items shown below only $299.99! |
| Click Here to Order |