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Strategies & Market Trends : TA-Quotes Plus -- Ignore unavailable to you. Want to Upgrade?

To: gonzongo who wrote (2425)	11/18/1997 11:39:00 PM
From: Richard Estes	Respond to of 11149

Well give me a time series MA. The time series moving average is calculated using linear regression techniques. Rather than plotting a straight linear regression line, a time series moving average plots the last point of the line. It does this using the specified number of periods for each day. The individual points are then connected together with a line to form a time series moving average. This moving average is sometimes referred to as a "moving linear regression" study or a "regression oscillator." or Variable MA: Typical moving averages suffer from the inability to compensate for changes in volatility. During volatile markets, you want a moving average to increase its sensitivity, so that you will quickly be on the correct side of any wild gyrations. By automatically adjusting the smoothing constant, a variable moving average is able to adjust its sensitivity, allowing it to perform better in both high and low volatility markets. VMA = (0.78(volatility index) close) + (1-0.078 * volatility index)*yesterday's VMA VHF is a good measure of volatility.