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The Linton Average is a moving average that uses the midpoint of each bar instead of the close in the calculation. For a 21 period Linton Average you would determine the high point and low point over the previous 21 periods and the average for that point is the mid point between the two.

With more and more markets trading over 24 hour periods like Crypto, FX and Commodities, the idea is that you use the midpoint of the trading range over the period of the average rather than using an arbitrary close point on each bar.

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