Everyone knows the market data are fractal. You can look at a chart of daily data, look at a chart of weekly data, and the charts basically look the same if the scales are removed. In other words, the amplitude of the cyclic swings scale in direct proportion to the cycle period. I call this...
Simple Moving Averages are a subset of FIR Filters. Exponential Moving Averages are a subset of IIR filters. Traders are not necessarily limited to the selection of one or the other. This article describes how you can make hybrid filters and realized the best characteristics of both.
Many...
There is more to smoothing an RSI than just taking a moving average after the RSI is computed. By applying some advanced filters in the process of computing the RSI you can not only get better smoothing but also enhance the turning points of this proven indicator.
Smoothing indicators usually...