Disliked{quote} In a trending market the price gets far from a MA. If the lag of your MA is constant at all frequencies (linear phase) and if the trend is constant (straight line) you can show that the distance is proportional to the trend. Even if it is not the case, you can estimate the mean distance of the price to the MA and its variance (in a rolling window). Because the MA lags below/above the price by the average value you can adjust by adding the mean to the MA. Surround the MA with 2 and 3 SD. The slope of the (original) MA over SD (slope/sd) gives...Ignored
Mate...no sign of your email. Do you want me to PM you and give you my email addy again? In the subject heading type PipMeUp and I will check my spam if I still get nothing. Sorry about this Pip :-)