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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 ) ) )


e-w-End_Point_Moving_Average.gif
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
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