stockfetcher
980 posts
msg #451 |
2/14/2003 11:19:41 AM
| Displaced Moving Average / DMA |
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| Parameters |
Period
Displacement |
| Usage |
DMA(25,5)
DMA(50,-8)
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| Description |
The displaced moving average is a simple moving average shifted forward or backward in time by a specified number of days. The two parameters to the DMA include the length of the MA along with the number of days this average should be shifted. A positive displacement number indicates that the moving average values are projected forward, while a negative displacement indicates the values are moved backwards in time. Please note that the last portion of a negative displacement will be generated using moving averages based on the length of time available.
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| Limitations |
The period is limited to 100 days.
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| Examples |
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