Dennis Meyers suggests creating a simple trend oscillator (the ”tosc”), that represents the difference between the Recursive Moving Trend Average and an Exponential Moving Average (EMA), both using one and the same period. He suggests examining the price series and searching for changes, which exceed the normal noise fluctuations. This signals the beginning of a potential bull or bear trend.
[PDF] Moving Average Filters
Moving Average Filters www analog com/media/en/technical-documentation/dsp-book/dsp_book_ch15 pdf Using a recursive algorithm (described next) the moving average filter will run like lightning in your computer In fact it is the fastest digital filter
[PDF] 32 Recursion and Averages - Books in the Mathematical Sciences
32 Recursion and Averages - Books in the Mathematical Sciences www cargalmathbooks com/32 20Averages 20 pdf A Better Computational Form of the Recursive Formula for Averages The Moving Average of k Points (both Non-Recursive and Recursive Forms)
[PDF] Examining The EMA - Fidelity Investments
Examining The EMA - Fidelity Investments www fidelity com/bin-public/060_www_fidelity_com/documents/ExaminingEMA pdf tial moving average but what do you In an exponential moving average the The EMA in its most familiar form is defined recursively as follows:
[PDF] Optimizing The Moving Average - Zenodo
Optimizing The Moving Average - Zenodo zenodo org/record/1273425/files/article pdf linear model to deal with this issue of noise is the moving average These filters come with the drawback of lag recursive analysis [21] [22]