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How many different moving averages are there ?

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How many different moving averages are there ?

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  #11 (permalink)
Columbus, Ohio
Experience: Intermediate
Platform: NinjaTrader
Trading: Futures
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syswizard View Post
The big problem is: How many bars back to look ? 5, 10, 100 ?
Should this value vary with volatility ?
Should this value be optimized or is that dangerous ?
How is 1 bar a real lookback when in fact it cannot be varied ?

All good points... and a solid walk forward done properly can in a way answer some of these questions.

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