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Old 01-10-2007, 02:49 PM   #1 (permalink)
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Join Date: Oct 2007
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Moving Averages

Just playing with the perfomance charts ...

Can you explain why you chose the different moving averages?

Which one do you find most useful?

Anyone might try to answer the last one!
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Old 01-10-2007, 03:07 PM   #2 (permalink)
Sim
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Join Date: Aug 2007
Location: Sydney, AUS
Posts: 59
That is a very good question Simon.

I currently have 20 day, 50 day, 100 day and 200 day moving averages implemented (although I also calculate other averages, I just don't currently allow you to select them for display - I may make this user configurable).

The moving average routines were originally built nearly 18 months ago - and I originally chose the numbers because this is what Yahoo offered on their charts.

If you consider that each "day" is actually a trading day, so 5 days is really a week, 20 days = 4 weeks = approximately 1 month. ), 50 day is close to 3 months, 100 day close to 6 months and 200 day close to 1 year (actually it's quite a bit less - but it's just an approximate indicator).

I watch the 20 and 50 day moving averages for short term indications and the 100 and 200 day moving averages for long term indicators. A fund that "drifts" down below the 100 day moving average is not doing much, and a fund which passes the 200 day moving average is in serious decline.

I personally don't bother with MAVs of less than 20 days, because you can't react quickly with managed funds anyway (especially if you use a margin loan) ... in my view the most "micro" view you can take with a fund is weekly - but I find a 5 day moving average to give too much detail.

It is also useful to compare funds during a correction to see if they drop below the 100 or 200 day moving average lines (and indeed, how far past they go!) - and also how quickly they get back above those lines.

I'm sure the share traders amongst us can add a lot more detail about how to use moving averages.

Unfortunately it is too processor/database intensive to calculate any arbitrary moving average figure - I pre-calculate them whenever the data is updated with new information and store that information directly in the database f... so I can only have a fixed number of moving averages available for display. If people would like to see some other numbers, please post here and I'll consider how I might make it possible for you to select other averages for display (possibly user-selectable in the control panel).
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This is a general comment only and does not constitute advice. Before making financial decisions you should seek advice from a professional adviser, who can take into account your specific circumstances and investment goals.
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Old 06-11-2007, 02:55 PM   #3 (permalink)
Sim
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As per this thread, I have now implemented the ability to choose from a range of moving averages to display on fund profile performance charts.
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This is a general comment only and does not constitute advice. Before making financial decisions you should seek advice from a professional adviser, who can take into account your specific circumstances and investment goals.
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