Having read various threads on the forum, I noticed that there is a huge number of different moving averages available. Moving averages are filters that extract signals from price action. I would like to know how you use them, and why you use a specific moving average instead of another.
Not counting linear regression, time series forecast and volume weighted averages, which I want to exclude from this thread, these are some of the moving averages that I have found on my NinjaTrader installation:
- DEMA: Double Exponential Moving Average
- EhlersFilter: Ehlers Filter
- EMA: Exponential Moving Average
- HMA: Hull Moving Average
- HoltEMA: Holt Exponential Moving Average
- KAMA: Kaufman Adaptive Moving Average
- LLMA: Low Lag Moving Average (similar to Jurik Moving Average)
- LaguerreAdaptiveFilter: Laguerre Adaptive Filter
- MAMA: MESA Adaptive Moving Average
- NonLagMA: Non Lagging Moving Average
- RGaussianFilter: Gaussian Filter
- SMA: Simple Moving Average
- SMMA: Simple Smoothed Moving Average
- T3: T3 Moving Average
- TEMA: Triple Exponential Moving Average
- TMA: Triangular Moving Average
- VMA: Variable Moving Average (VIDYA)
- Wilder: Wilder Moving Average (MMA)
- WMA: Weighted Moving Average
- ZeroLagEMA: Zerolag Exponential Moving Average
- ZerolagHATEMA: Zerolag Heikin Ashi Triple Exponential Moving Average
- ZeroLagHull: Zerolag Hull Moving Average
- ZeroLagTEMA: Zerolag Triple Moving Average
- ZeroLagWMA: Zerolag Weighted Moving Average
- ZLagEMA: Zerolag Exponential Moving Average
- ZLEMA: Zerolag Exponential Moving Average
There are lots of other implementations of zerolagging averages, sometimes three of them having the same name with different outputs, such as the ZerolagEMA, the ZLagEMA and the ZLEMA . So let us start with the 26 moving averages above.
Below are two charts that show this choice selection of moving averages with a period of 20, if applicable. Any ideas?