Mov Avg Diff - Lin Wgt & Lagged Lin Wgt

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Mov Avg Diff - Lin Wgt & Lagged Lin Wgt

Variable List Abbreviation:   LWgtLagMvAvgDiff

 

Variable Mode(s): Standard, Stock, Futures1, and Futures2

[ Note: uses selected close variable in Stock, Futures1, and Futures2 modes ]

 

Parameter Arrangement Description:  LinWgtMvAvg1 - Lag2(LinWgtMvAvg3)

 

Parameter(s): LinWgtMvAvg1 factor, Lag2 time periods, LinWgtMvAvg3 factor

 

Description:

Difference between a linearly weighted and a lagged linearly weighted moving average.