MetaStock™ Zone Forum & FAQ Artykuły Linki Elliott Waves EasyLanguage™ Zone

A B C D E F G H I J K L M N O P R S T U V W Y Z #

End Point Moving Average by Patrick E. Lafferty
rev. 01/06/97 The End Point Moving Average was introduced in the October 95 issue
of Technical Analysis of Stocks & Commodities in the article "The End Point Moving Average", by Patrick E. Lafferty. The exact formulafor the End Point Moving average is as follows:

End Point Moving Average

(14 * Sum( Cum( 1 ) * C,14 ) - Sum( Cum( 1),14) * Sum( C,14) ) /
(14 * Sum( Pwr( Cum( 1 ),2),14 ) - Pwr( Sum(Cum( 1 ),14 ),2 ) ) *
Cum( 1 ) + (Mov(C,14,S) - Mov( Cum( 1 ),14,S) * (14 * Sum( Cum( 1 ) * C,14) -
Sum( Cum( 1 ),14 ) * Sum( C,14) ) / (14 *Sum( Pwr( Cum( 1 ),2 ),14) -
Pwr( Sum( Cum( 1 ),14 ),2 ) ) )

The above formula plots the last value of a linear regression line ofthe previous 14 periods.

The Time Series Forecast takes this value and the slope of the regression line to forecast the next day and then plots this forecasted price as today's value.

***Please note the above formula is using 14 regression periods. If you desire to use different time periods you must change all instances of the number 14 to the desired number of time periods. For interpretation refer to Mr. Lafferty's article.
Source / From: TOP  

Equis and MetaStock® and MetaStock Professional® are registered trademarks of Equis International. Achelis Binary Wave®, The DownLoader®,
Expert Advisor®, OptionScope®, Quotecenter® and Smart Charts® are trademarks of Equis International, a Thomson Reuters company.

TradeStation® Pro, TradeStation® 2000i, OptionStation®, SuperCharts®, PowerEditor® and EasyLanguage®
are registered trademarks of TradeStation Technologies, Inc. Other names and marks referred to are the property of their respective owners.

All information provided on this website is for educational purposes only. Trading involves risk, including possible loss of principal and other losses.

Ten i inne materiały na tej stronie zostały zamieszczone zostały jedynie w celach edukacyjnych, nie ponoszę żadnej odpowiedzialno¶ci za ich stosowanie.

Gra na giełdzie i rynkach walutowych (FOREX) niesie ze sob± ryzyko poważnych strat finansowych!