Thread: The difference between a MA and a non lag MA?

I think you're overlooking the fact that all MA's are lagging.

A 240MA on a 1M chart would be the 4hour typical, 60MA would be the 1-hour average.

On a 5min chart, the 1hour would be the 12MA, and the 4H would be the 48MA

Originally Posted by ;

I think you're missing how all MA's are lagging.

A 240MA on a 1M chart would be the 4hour average, 60MA would function as 1-hour average.

On a 5min chart, the 1hour would function as 12MA, and the 4H would function as 48MA

No im not missing that. But I would like to know what the diffrence is between these two types of MAs.

Difference between the types? That type of thing, like SMA, EMA, WMA? The distinction is how theycalculated or're weighted.

Originally Posted by ;

What's the diffrence between a MA and a non lag MA mathematicaly? The non downturn MA follows the price more closely, but just how is this calculated?

That difference

The distinction is of how they're calculated in the formulation. I don't have an answer for the question I'm not like that to MA's. I'm sure you find an answer and can google that.

I was only confused by the entire non-lag MA thing you are talking about...

Http://en.wikipedia.org/wiki/Arnaud_...Moving_Average

in the Event That You still want to Learn, check this out

There is nothing called a MA till now. There are efforts to decrease the MA's lag using different weighting methods from the MA formula.

The SMA (Simple Moving Average) averages the final prices of the cited intervals with equal weights

The WMA (Weighted Moving Average) averages the final prices of the mentioned periods with diminishing weights , with the maximum weight being given to the current data and weights decrease uniformly as we go back

The EMA (Exponential Moving Average) uses a smoothing element. The factor is figured by 2 / 1 N where N is the desirable periods. This ensures that the weighting is exponential rather than uniform across the desirable intervals and this implies that since you return to previous intervals, the weighting of the data declines.

The DEMA (Double Exponential Moving Average) attempts to further decrease the lag of EMAs and uses the following formula:

DEMA = 2xEMA - EMA(EMA)


The TEMA (Triple Exponential Moving Average) again attempts to decrease the lag of EMAs further and uses the following formula:

TEMA = (3xEMA - 3xEMA(EMA)) EMA(EMA(EMA))


Other kinds of MAs can be found also, not one of which is non-lagging.

Only a Fast reminder for you. You are also increasing the potential false signs, when you decrease the lag of a MA. Since decreasing the lag makes the MA sensitive to price movements, it will produce more signs as prices move backward having a lag.

If you want to take a peek at something which is non-lag, it is possible to attempt PRICE, it needs to be non-lag.


Best Regards,

Nader

Originally Posted by ;

Regrettably, there is nothing called a non-lag MA till today. There are only efforts to decrease the MA's lag by using different weighting approaches in the MA formula.

The SMA (Simple Moving Average) averages the closing prices of the mentioned intervals with equal weights

The WMA (Weighted Moving Average) averages the closing prices of the mentioned periods with decreasing weights proportionally, with the highest weight being given to the current data and then weights reduce uniformly as we go back

The EMA (Exponential Moving Average) utilizes...

Right on!

Signal analysis theories by john ehlers

http://www.docstoc.com/docs/9289613/...By-John-Ehlers

It provides a good explanation exactly what and where about lag in MA.

Originally Posted by ;

Hello people


I pretty much make my livelyhood through MAs. Recently I had a look at a egy that utilizes non lag MA, and I thought I might incorporate it.

The MAs I use for moving S/R is 20, 39, 69, 200 on M1 use to close, exponential, the MA 200 being the most powerful, something you can trust in 90% chance of stopping price when things are moving a little. These are generic, and informs me something about all pairs/gold/oil or anything. It might seem they get fairly physical/respected...

all of MA's are lagging. There is nothing like a MA or even indior.