A Faster Schaff Trend Cycle Using NonLag Moving Averages

Summary

The document describes a variation of the Schaff Trend Cycle calculation. In the usual construction described here, the indicator is based on MACD, which is formed from the difference between two exponential moving averages. This version substitutes a NonLag moving average for the exponential averages in that calculation, with the stated aim of making the resulting MACD and cycle respond more quickly to market changes.

The text explains the design change but provides no formula, parameter settings, chart examples, comparisons, or performance evidence. It does not specify how to interpret the cycle, select entry or exit points, or manage risk. A faster response may affect the timing and behavior of signals, but the document does not establish that the change improves trading outcomes or explain its tradeoffs. Traders would need further specification and independent evaluation before treating it as a usable trading rule.

Key ideas

• The standard Schaff Trend Cycle calculation described here uses MACD derived from two exponential moving averages.
• This variation substitutes NonLag moving averages in the MACD calculation.
• The stated purpose of the substitution is to make the indicator respond faster to market changes.
• The document gives no settings, signal rules, or evidence that faster response improves results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.