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How many different moving averages are there ?


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How many different moving averages are there ?

  #1 (permalink)
 
syswizard's Avatar
 syswizard 
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Wow....this list blew me away:
_1LCLeastSquaresMovingAverage,
_3HMA,
AdaptiveAutonomousRecursiveMovingAverage,
AdaptiveExponentialMovingAverage,
AdaptiveLeastSquares,
AdaptiveMovingAverage,
AhrensMovingAverage,
AlphaDecreasingExponentialMovingAverage,
ArnaudLegouxMovingAverage,
AtrFilteredExponentialMovingAverage,
AutoFilter,
AutonomousRecursiveMovingAverage,
BryantAdaptiveMovingAverage,
EndPointWeightedMovingAverage,
ExponentialMovingAverage,
FallingRisingFilter,
FareySequenceWeightedMovingAverage,
FibonacciWeightedMovingAverage,
FisherLeastSquaresMovingAverage,
FollowingAdaptiveMovingAverage,
FractalAdaptiveMovingAverage,
GeneralFilterEstimator,
GeneralizedDoubleExponentialMovingAverage,
HampelFilter,
HendersonWeightedMovingAverage,
HoltExponentialMovingAverage,
HullEstimate,
HullMovingAverage,
HybridConvolutionFilter,
IIRLeastSquaresEstimate,
InverseDistanceWeightedMovingAverage,
JsaMovingAverage,
JurikMovingAverage,
KalmanSmoother,
KaufmanAdaptiveLeastSquaresMovingAverage,
KaufmanAdaptiveMovingAverage,
LeastSquaresMovingAverage,
LeoMovingAverage,
LightLeastSquaresMovingAverage,
LinearExtrapolation,
LinearRegression,
LinearRegressionLine,
LinearWeightedMovingAverage,
MesaAdaptiveMovingAverage,
NaturalMovingAverage,
OptimalWeightedMovingAverage,
OvershootReductionMovingAverage,
PoweredKaufmanAdaptiveMovingAverage,
QuadraticLeastSquaresMovingAverage,
QuadraticMovingAverage,
QuadraticRegression,
QuadrupleExponentialMovingAverage,
QuickMovingAverage,
SimpleMovingAverage,
SymmetricallyWeightedMovingAverage,
T3MovingAverage,
TriangularMovingAverage,
Trimean,
TripleExponentialMovingAverage,
UltimateMovingAverage,
VariableIndexDynamicAverage,
VariableLengthMovingAverage,
VolumeWeightedAveragePrice,
VolumeWeightedMovingAverage,
WeightedMovingAverage,
WellRoundedMovingAverage,
WildersSmoothingMethod,
WildersSummationMethod,
WindowedVolumeWeightedMovingAverage,
ZeroLagExponentialMovingAverage,
ZeroLagTripleExponentialMovingAverage,
ZeroLowLagMovingAverage

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  #2 (permalink)
 
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 FuManChou 
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We should create a moving average based off all of those moving averages, then we can call it "The Mother of All Averages" or something like that.

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  #3 (permalink)
 HiLatencyTRDR HLT 
Midway florida
 
Posts: 462 since Dec 2018


There are way more than that probably hundreds more. Also most every indicator is usually a form of a moving average

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 syswizard 
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HiLatencyTRDR HLT View Post
There are way more than that probably hundreds more. Also most every indicator is usually a form of a moving average

Interestingly some of the best trading systems have no moving averages and no lookback period....i.e. MaxBarsBack=1.

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  #5 (permalink)
 Arch 
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syswizard View Post
Interestingly some of the best trading systems have no moving averages and no lookback period....i.e. MaxBarsBack=1.

It would need input data from somewhere though..

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 SMCJB 
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Okay I will bite.

What is the point of this thread?

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 trendisyourfriend 
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SMCJB View Post
Okay I will bite.

What is the point of this thread?

Simply that you can use a MA as a form of S&R.

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  #8 (permalink)
 HiLatencyTRDR HLT 
Midway florida
 
Posts: 462 since Dec 2018


syswizard View Post
Interestingly some of the best trading systems have no moving averages and no lookback period....i.e. MaxBarsBack=1.

Interestingly most does not mean all and a lokback of 1 bar is still a look back and
I had a real laugh about your assessment of the best trading systems don't use ma or best indicators. This is all subjective.


I was stating the obvious which is most trading fancy analytics and simple ones have a ma process involves. It was just an opinion.

There is no right or wrong way to think about the mkts or trade. It is a highly individualistic pursuit

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  #9 (permalink)
 
syswizard's Avatar
 syswizard 
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HiLatencyTRDR HLT View Post
Interestingly most does not mean all and a lokback of 1 bar is still a look back and
I had a real laugh about your assessment of the best trading systems don't use ma or best indicators. This is all subjective.


I was stating the obvious which is most trading fancy analytics and simple ones have a ma process involves. It was just an opinion.

There is no right or wrong way to think about the mkts or trade. It is a highly individualistic pursuit

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 ?

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  #10 (permalink)
 HiLatencyTRDR HLT 
Midway florida
 
Posts: 462 since Dec 2018


One bar back is your most recent history! It has the most value no matter what time frame or measure imo.

It is a naive forecasters greatest tool

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