Anyone use moving average indicators?

Sekiyo said:
Edgar Peters ? Who’s this guy ?
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Benoit Mandelbrot is a mathematician who discovered the power of fractals, correctly used them to describe the volatility of financial markets, but could not offer analysts any tools that they could use to make money out of his findings.

Edgar E. Peters is an asset manager and writer on investment management topics. He is noted for his early contributions to the application of chaos theory and fractals to the financial markets. These works primarily dealt with fat tailed distributions originally discovered by Benoit Mandelbrot and expanded upon in Peters (1991 and 1994).

Peters worked as an asset manager for PanAgora Asset Management, Inc., during which time he researched rescaled range analysis, and attempted to estimate the Hurst exponent of various financial markets. He has also contributed papers to the Journal of Portfolio Management and the Financial Analysts Journal. He now works at First Quadrant LLP in California.

According to Google Scholar his books and articles have over 3000 references. His best known contribution is the Fractal Market Hypothesis (FMH). Recent research has supported the FMH as well describing the Global Financial Crisis of 2008 as well as Tech Bubble of 2000. The FMH is a model of investor behavior that unlike the Efficient Market Hypothesis assumes investors have multiple time horizons and interpret information based upon their horizon.
 
expiated said:
Benoit Mandelbrot is a mathematician who discovered the power of fractals, correctly used them to describe the volatility of financial markets, but could not offer analysts any tools that they could use to make money out of his findings.

Edgar E. Peters is an asset manager and writer on investment management topics. He is noted for his early contributions to the application of chaos theory and fractals to the financial markets. These works primarily dealt with fat tailed distributions originally discovered by Benoit Mandelbrot and expanded upon in Peters (1991 and 1994).

Peters worked as an asset manager for PanAgora Asset Management, Inc., during which time he researched rescaled range analysis, and attempted to estimate the Hurst exponent of various financial markets. He has also contributed papers to the Journal of Portfolio Management and the Financial Analysts Journal. He now works at First Quadrant LLP in California.

According to Google Scholar his books and articles have over 3000 references. His best known contribution is the Fractal Market Hypothesis (FMH). Recent research has supported the FMH as well describing the Global Financial Crisis of 2008 as well as Tech Bubble of 2000. The FMH is a model of investor behavior that unlike the Efficient Market Hypothesis assumes investors have multiple time horizons and interpret information based upon their horizon.
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I like them. But several big problems with them; a 200 dma lags a lot=which I don't consider to be big problem @ all. Some traders do consider that a big problem BUT 7 data providers may give 7 different 200day moving averages. Even on a 200 day ema, some turn that into 200 weeks. Some charts use a 200dma on weekly charts.
And not a big problem, but sometimes a bear market, 1 close below 200dma; will reverse on day one, so have to watch chop= slop. I don't like the WSJ 65 dma =too little + too late.But it may help them sell papers, so OK by me...…………………………………………………………………………….
 
murray t turtle said:
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I like them. But several big problems with them; a 200 dma lags a lot=which I don't consider to be big problem @ all. Some traders do consider that a big problem BUT 7 data providers may give 7 different 200day moving averages. Even on a 200 day ema, some turn that into 200 weeks. Some charts use a 200dma on weekly charts.
And not a big problem, but sometimes a bear market, 1 close below 200dma; will reverse on day one, so have to watch chop= slop. I don't like the WSJ 65 dma =too little + too late.But it may help them sell papers, so OK by me...…………………………………………………………………………….
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Lag is why MAs don't work, at least the traditional way people view and use them. I've written a few posts in this thread about how to deal with lag. You have to be willing to treat a MA as a lowpass filter. That means you have to learn a bit of math and physics to learn how to engineer lowpass filters for your needs.

No guarantees any of it will make you money of course, but it will expand your horizons.
 
panzerman said:
Lag is why MAs don't work, at least the traditional way people view and use them. I've written a few posts in this thread about how to deal with lag. You have to be willing to treat a MA as a lowpass filter. That means you have to learn a bit of math and physics to learn how to engineer lowpass filters for your needs.

No guarantees any of it will make you money of course, but it will expand your horizons.
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True;
+ lag can be an advantage. Less slippage, less commissions,+ more dividends+ profit..........................................................................Included but not limited to all the above.
 
i use it both on the 1 min and 5 min. If 9ema crosses the VWAP on both time frames i go in. Once it goes against me, i wait for 2 candles under the 9ema to get out. (these candles shouldn't touch at all the 9ema).
 
stv17 said:
i use it both on the 1 min and 5 min. If 9ema crosses the VWAP on both time frames i go in. Once it goes against me, i wait for 2 candles under the 9ema to get out. (these candles shouldn't touch at all the 9ema).
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I like your trade management.

As a scalper are you a strong believer in cutting losses? I struggle a bit on the cutting the losses.
 
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