Moving Average Model
A time series equation representing an observed value at time t as a linear combination of present and past random shocks et (forecast errors). A moving-average process of order Q, MA(q).
...
Head and shoulders top should be above the Moving Average. Compare the location of the Moving Average model of appropriate length. For short duration patterns use a 50 day Moving Average, for longer patterns use 200 day Moving Average.
Adjusting for risk, using the methodology proposed by Thomas and Levich (1993), also had no substantial effect on the profitability of our models. Even though the trading strategy of the traditional stochastics and moving average models resulted in ...
 See also: Model, Signal, Analysis, Average, Close
  
|
RSS
