Archive for November, 2009

Breadth Thrust

Wednesday, November 25th, 2009

Breadth Thrust-Technical Analysis

The Breadth Thrust indicator is a market momentum indicator. It was developed by Dr. Martin Zweig. The Breadth Thrust is calculated by dividing a 10-day exponential moving average of the number of advancing issues, by the number of advancing plus declining issues.

Weighted Moving Average

Friday, November 20th, 2009

moving weighted average/weighted moving average/exponentially weighted moving average

A weighted moving average is designed to put more weight on recent data and less weight on past data. A weighted moving average is calculated by multiplying each of the previous day’s data by a weight. The following table shows the calculation of a 5-day weighted moving average.

Variable Moving Average

Friday, November 20th, 2009

variable moving average

A variable moving average is an exponential moving average that automatically adjusts the smoothing percentage based on the volatility of the data series. The more volatile the data, the more sensitive the smoothing constant used in the moving average calculation. Sensitivity is increased by giving more weight given to the current data.

Triangular moving averages

Friday, November 20th, 2009

triangular moving average

Triangular moving averages place the majority of the weight on the middle portion of the price series.They are actually double-smoothed simple moving averages. The periods used in the simple moving averages varies depending on if you specify an odd or even number of time periods.
The following steps explain how to calculate a 12-period [...]

Exponential Moving Average

Thursday, November 19th, 2009

exponential moving average, moving average exponential

An exponential (or exponentially weighted) moving average is calculated by applying a percentage of today’s closing price to yesterday’s moving average value. Exponential moving averages place more weight on recent prices.

exponential moving average formula, exponential moving average calculation, calculate exponential moving average

For example, to calculate a 9% exponential moving average [...]