EN: Impulsive noise spikes or extreme price or volume data are not unusual in the financial markets and these extreme values can throw off your averaging calculations. Ehlers thinks, How can you set up a data filter to remove these extreme price movements? This Stocks & Commodities Contributing Editor shows you a way to handle this by using a filter that discards...
EN: Impulsive noise spikes or extreme price or volume data are not unusual in the financial markets and these extreme values can throw off your averaging calculations. Ehlers thinks, How can you set up a data filter to remove these extreme price movements? This Stocks & Commodities Contributing Editor shows you a way to handle this by using a filter that discards...
Taken from an article "The Yen Recused" in the December 1998 issue of TASC,
written by Dennis Meyers. He describes the Recursive MA in mathematical terms
as "recursive polynomial fit, a technique that uses a small number of past values
of the estimated price and today's price to predict tomorrows price."
