Are there any moving average systems that don't involve picking a time period?

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CyJackX

Since picking a period for a SMA or an EMA is so subjective, are there any moving average systems where the period is determined by something else?

How useful is a rainbow of moving averages?
 
CyJackX said:
Since picking a period for a SMA or an EMA is so subjective, are there any moving average systems where the period is determined by something else?

How useful is a rainbow of moving averages?
More...

About as useful as a used condom, you know, limited uses :D
 
CyJackX said:
Since picking a period for a SMA or an EMA is so subjective, are there any moving average systems where the period is determined by something else?

How useful is a rainbow of moving averages?
More...

To learn some Backtesting (Via Excel (Easy)) is more useful than any rainbow.
I do not use any rainbow average or even simple moving average.
That reminds me the way I started ... Had lot of indicators,
But finally I didn't know why and what I had to do.
Subjectivity ain't a problem. God has his own,
But he still rules the word as he pleases.
What matters is to experiment,
To see what it's worth !

By the way ... There is one more layer of subjectivity.
The way you use your tool ... A SMA can be useful or not.
Depends what you ask it to do - The purpose. Test & you'll see !
Same for the parametrization. It's an optimization or not. As you please.
Funny that you want "something else" to set the values for you...
You could ask the devil to handle it for you & you'd be happy.
 
Last edited:
CyJackX said:
Since picking a period for a SMA or an EMA is so subjective, are there any moving average systems where the period is determined by something else?

How useful is a rainbow of moving averages?
More...

Yes, the one you design and back test, that was easy, I could go through these questions like eating popcorn.
 
CyJackX said:
Since picking a period for a SMA or an EMA is so subjective, are there any moving average systems where the period is determined by something else?
More...

Yes.

To answer your next question: A factor of some volatility measurement--optimized for best performance. For example, Period=mx+b where x is the volatility metric and, m and b are determined by optimization/back-testing.

There are other ways--but I don't want to discuss those.
 
In terms of the U.S. equity markets, a different question might be "which moving average length has produced alpha and mitigated risk in statistically significant fashion over long sample periods as represented by underlying economic cycle, monetary flows, and equity market trend" ? The 10 period simple / monthly basis ...



- Don't quit your day job
- Don't use leverage
- Open a Roth IRA
- Sometimes money is made by sitting in cash
- Don't be a hostage to the markets
- let the markets, profitability of the U.S. economy work for you
- live within your means
 
userque said:
Yes.

To answer your next question: A factor of some volatility measurement--optimized for best performance. For example, Period=mx+b where x is the volatility metric and, m and b are determined by optimization/back-testing.

There are other ways--but I don't want to discuss those.
More...

To be clearer, the period in this example would be dynamic, not a set number. It would vary according the volatility of the underlying.
 
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