5.08.2011 г.

Fractal geometry adaptive Volume Weighted Moving Average

I am thinking about the Volume weighted moving average. I am going to make a new mod. This time we would have a hybrid adaptive moving average. The idea is to use a fractal adaptive moving average into the formula of the volume weighted moving average.

I am curious what that would give. Is it going to be a nice input into a predictive model?

Until then refer to this portfolio of fractal adaptive moving averages.

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