Home > Articles > Volume 10 (1992) > Chapter 6 (June 1992) > V.10:6 (265-267): SIDEBAR: THE MASS INDEX AND MOVING AVERAGE FORMULAS

V.10:6 (265-267): SIDEBAR: THE MASS INDEX AND MOVING AVERAGE FORMULAS

V.10:6 (265-267): SIDEBAR: THE MASS INDEX AND MOVING AVERAGE FORMULAS
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THE MASS INDEX AND MOVING AVERAGE FORMULAS

The mass index is a 25-day moving sum of a ratio of two moving averages. The numerator of the ratio is the exponentially smoothed moving average of the daily ranges. The denominator is the numerator smoothed a second time. ...




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