"Trends are Back"

Discussion in 'Wall St. News' started by justrading, Mar 13, 2015.

  1. dbphoenix

    dbphoenix

    There is no conflict between mean reversion and trending. Trend channels also have means.
     
    #31     Mar 17, 2015

  2. Now i am doubting you are who you claim to be------ there is no such thing as a symmetrical moving average.

    Symetrical means taking data from both before and after to create an
    average... but obviously with market data you don't know what the
    future data points will be.

    So WTF are you talking about?

    peace
    surf
     
    Last edited: Mar 17, 2015
    #32     Mar 17, 2015
  3. There is such a thing as a symmetrical moving average - you just defined it. Formally, if it's time T in the past, and we want a 100 wide interval for our moving average, we take the average of the periods T-50 to T+50.

    Obviously you can't use such a thing when building a trading system.... or when you backtest it will have forward data and look amazing.

    However we're not building a trading strategy here. We're just applying a filter to past price data to adjust it, so we can then run our backtest on it.
     
    #33     Mar 17, 2015