A new type of moving average is developed. Whereas a regular moving average (e.g. of price) has a built-in internal time scale (time-window, exponential weight, etc.), the moving average developed in this paper has the weight as the product of a polynomial by window factor. The polynomial is the square of a wavefunction obtained from an eigenproblem corresponding to other observable (e.g. execution flow I=dV/dt , the number of shares traded per unit time). This allows to obtain an immediate "switch" without lagging typical for regular moving average.

翻译：开发了一种新的移动平均数。 正常移动平均数( 如价格) 具有内在的内部时间尺度( 时间窗口、 指数重量等), 本文中开发的移动平均数具有按窗口因子生成的多数值的重量。 多数值是与其他可观测到的( 如执行流I=dV/dt, 交易的股位数) 相对应的元数的波形方形。 这样可以取得即时“ 切换 ”, 而正常移动平均数通常不会落后 。