Moving-average crossover

In the statistics of time series, and in particular the analysis of financial time series for stock trading purposes, a moving-average crossover occurs when, on plotting two moving averages each based on different degrees of smoothing, the traces of these moving averages cross. The particular case where simple equally-weighted moving-averges are used in sometimes called a simple moving-average (SMA) crossover. Such a crossover can be used to signal a change in trend and can be used to trigger a trade in a Black Box trading system.

This statistics-related article is a stub. You can help Wikipedia by expanding it.v · Categories: Mathematical finance Time series analysis Technical indicators Statistics stubs Wikimedia Foundation. 2010. Игры ⚽ Поможем написать реферат Average cost method Moving-average model Look at other dictionaries: Moving Average Crossover —    Technical analysts interpret crossovers between two moving averages one using a short interval and the other a longer interval as significant buy or sell signals.    ► See also Moving Average, Technical Analysis …   Financial and business terms Simple moving average crossover — In statistics of time series, a simple moving average (SMA) crossover results from plotting two moving averages each based on a different period. The moving average formed by the shorter of the two periods is called the fast moving average, and… …   Wikipedia Moving Average Ribbon — A technique used in technical analysis to identify changing trends. It is created by placing a large number of moving averages onto the same chart. When all the averages are moving in the same direction, the trend is said to be strong. Reversals… …   Investment dictionary Crossover — The point on a stock chart when a security and an indicator intersect. Crossovers are used by technical analysts to aid in forecasting the future movements in the price of a stock. In most technical analysis models, a crossover is a signal to… …   Investment dictionary CROSSOVER — Когда самый быстрый индикатор пересекает сверху (bullish crossover) или снизу (bearish crossover) более медленный индикатор. Например, если 5 дневная МА (moving average) пересекает снизу 13 дневную МА это bearish crossover …   Малая энциклопедия трейдера: глоссарий к книге MACD — MACD, which stands for Moving Average Convergence / Divergence, is a technical analysis indicator created by Gerald Appel in the 1960s. It shows the difference between a fast and slow exponential moving average (EMA) of closing prices. During the …   Wikipedia Technical analysis — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia Technical analysis — Security analysis that seeks to detect and interpret patterns in past security prices. The New York Times Financial Glossary * * * technical analysis technical analysis ➔ analysis * * *    is a method of predicting the future direction of prices… …   Financial and business terms technical analysis — Anticipating future price movement using historical prices, trading volume, open interest and other trading data to study price patterns. Chicago Board of Trade glossary Technical analysis uses charts to examine changes in price patterns, volume… …   Financial and business terms List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia 18+ © Academic, 2000-2024 Contact us: Technical Support, Advertising Dictionaries export, created on PHP, Joomla, Drupal, WordPress, MODx. Mark and share Search through all dictionaries Translate… Search Internet Share the article and excerpts Direct link … Do a right-click on the link above and select “Copy Link”