Research method
Triangular moving average
Triangular moving average is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Moving average5 readings
Read in the archive8 readings
1989Constructing lag-matched triangular moving averages1990Constructing a lag-aligned triangular MACD1990Constructing triangular moving average weights1990Lag-aligned MACD from triangular moving averages1998Paired tests for moving-average lag and smoothness1999Fixed-lag construction of moving-average smoothers2003Weighting recipes inside one moving-average lookback2010Assembling a smoothed percent-b oscillator from Heikin-Ashi and stacked averages
This registry entry describes a research method. It is not investment advice and does not make a performance claim.