Abstract
The model that humanity has always almost uniformly applied to sciences of a different nature presupposes that what we want to investigate is made up of a signal corrupted by noise.
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Notes
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It is true even for he who practices fast trading: the graphs used are not sampled daily, but at 5Â min, or 15Â min, etc., he too, however, needs to eliminate the noise which is superimposed to the signal, as the financial charts are self-similar at any scale.
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We are talking of arithmetic moving averages, or simple moving average (SMA); as we shall see, there are other types of moving averages.
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Di Lorenzo R., Come Guadagnare in Borsa, Il Sole 24 ORE, 2010.
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These instructions are correct for the ProRealTime platform, but they can be easily translated into other languages for other platforms.
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A usual, from the Word sheets that will be sent to you free of charge if requested to rdlea@libero.it enclosing a proof of the purchase of the book.
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Di Lorenzo, R. (2013). Filtering. In: Basic Technical Analysis of Financial Markets. Perspectives in Business Culture. Springer, Milano. https://doi.org/10.1007/978-88-470-5421-9_4
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DOI: https://doi.org/10.1007/978-88-470-5421-9_4
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