question about weekly MA vs daily MA

Discussion in 'Technical Analysis' started by cavalerox, Sep 27, 2014.

  1. cavalerox

    cavalerox

    Hello Everybody,

    Here is my question;
    In E-signal, I put the daily chart for SPY, I added 5,20,50 and 200 SMA's.
    Then I switched the chart to weekly SPY, and I changed the SMA's from above to 1,4,10 and 40 SMA

    When I compare the SMA's for weekly and daily charts, I should technically get the exact same results. (I even adjusted the size of the screen and made sure that the same amount of days are covered on both screens) But instead, I see a slight difference. Anybody has an opinion?
    I am attaching the screen shot that will show both screens
    Thank you everybody for your opinion.
    -Baris
    comparison between daily and weekly SMA.png
     
  2. panzerman

    panzerman

    You have just discovered the fractal nature of financial time series. Congrats!
     
  3. CA ;quote see a slight difference,unquote.I don't see enough of a difference to worry about, but I don't change a 50 dma to a 10 week moving average ; I use both, weekly helps me more. I enjoy the difference between sma + ema, but don't worry about stuff like some charts record from close to close. Other charts record from open to close.................................................................................................
     
  4. You shouldn't 'technically' expect to get exact results by scaling, as you are using a different set of data points to construct each indicator (i.e. daily data on one, weekly another).
     
    eltoro and kut2k2 like this.
  5. kut2k2

    kut2k2

    The problem is holidays. A trading week is typically five trading days, but it will be only four trading days if a holiday is present. So good luck with that day-to-week conversion math, thanks to the nightmares of holidays.
     
  6. %%%%
    Good points on a 4 day small sample.But 200 days seems to be more practical than 200 weeks.Not that years of data is not important.

    I like IBD ''railroad tracks pattern'' for tops or bottom areas; but otherwise prefer candle charts or mountain charts.That last pattern is the same data, but completely different pictures.
     
  7. Simple example:

    Monday's close price: $100
    Tuesday's close price: $101
    Wednesday's close price: $102
    Thursday's close price: $103
    Friday's close price: $104

    5-day average = (100 + 101 + 102 + 103 + 104) / 5 = $102

    1-week average is based on the Friday's close price and = $104

    There are no reasons at all 5-day MA should be the same as Friday's close price...