七月 4, 2013
發表者: 外匯維基團隊
類別: 外匯指數

Variable Index Dynamic Average

Variable Index Dynamic Average use an exponential smooting as a base of varying the speed or the trend each day. Which use a pivotal smoothing constant and varies the speed by using a factor base on the relative volatility to increase or decrease the constant. Volatility measure based on the standard deviation compared with a longer historic pattern.

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