Silicon Investor (SI) -- The First Internet Community

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Technical analysis for shorts & longs -- Ignore unavailable to you. Want to Upgrade?

To: Kris who wrote (17426)	8/2/1998 6:47:00 PM
From: Lachesis Atropos	Read Replies (1) \| Respond to of 68576

Sorry about my vocabulary. Lag is a non sequitur. I should have used a better term. All the analysis shows is that if one offsets the MAs by a number of days, they will match to some measurable degree. I am working under the hypothesis stocks do lag. However, testing this hypothesis is very difficult. I am listening and reading for ideas on how to test whether stocks do indeed lag. Traders do use terms like dropped in sympathy, which does implicate a lag or at least an influence of one over the other. I don't know which way to take this data. I have a number of ideas but each would take quite a lot of work. One idea is using logic like: if A->B and A->C does B->C? So far still don't know where to go with the data to find the best answer. Lachesis