This moving average follows the Nyquist Sampling Criterion making showing even better behavior on high environments than the & Ric's "Zero Lag Moving Average".
From the paper abstract: "The well-known Moving Averages (MA), namely the ( ), the ( ) and the Weighted Moving Average ( ), are modified in this paper with the help of the Nyquist Criterion. These modified Moving Averages 3.0 show good smoothing characteristics, illustrate relevant trends and trend reversals in price series without a time lag as far as calculated. With regard to smoothing, trend patterns and time lag bring about a significant improvement on conventional (Moving Averages 1.0: , and ). In addition to this, the efficiency of the Moving Averages 3.0 is demonstrated by applying several tests and a
simple trading system."