Commentary, Methodology

Moving Average Transformation Calculations

I decided to change the moving average calculation to use natural logs instead of the formula: (Weighted Price - Moving Average) / Weighted Price * 100. The returns are identical but the numbers are easier to understand with natural logs. Once the given moving average is determined, the new formula is: WorksheetFunction.Ln(Arg1:=(WPrice) / Mx(xw) *… Continue reading Moving Average Transformation Calculations