Sentence examples for moving average rule from inspiring English sources

Take, for instance, the "double moving average" rule.

Firstly, we propose a dynamic extension of the popular moving average rule and enhance it with a model validation methodology using heat maps to analyse favourable profitability in specific holding time and signal regions.

Also, it outperforms traditional foreign exchange trading strategies, such as carry trades and moving average rules.

Some evidence of non-linear predictability in stock market returns is found using the past buy-and-sell signals of the moving average rules.

This is better than a single fixed moving average trading rule.Similarity of trading rules, a parameter we designed, is used to help select basic rules.

A group of different moving average trading rules with different weights are used to constitute an integrated trading rule.

In this article, we analyse whether this also holds for the popular variable moving average (VMA) rules of Brock et al.

According to our results, it is not necessary to use two moving average trading rules that making same investment advice at a probability higher than 70%.

Lastly, the purpose of Andrada-Felix and Fernandez-Rodriguez ([2008]) is to improve moving average trading rules with boosting and statistical learning methods.

In this paper, a robust fault detection and diagnosis strategy is presented for multiple faults of air handling units by using the residual-based exponentially weighted moving average (EWMA) control chart method and the rule-based fault diagnosis method.

Time series data and technical indicators, such as moving average, are fed to neural networks to capture the underlying "rules" of the movement in currency exchange rates.