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Series smoothing

A technique that reduces the swings in data by averaging neighbouring values.

How to read the number

Smoothing removes part of the random deviation and part of the genuine movement with it; no formula can tell the two apart.

When the metric lies

Every layer of smoothing adds delay. An indicator computed from an already smoothed price lags twice over — behind the raw series and behind its own input.

Also known as: smoothing

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