Does anyone change their moving average period based on volatility?

jennywestwong said:
I am interested to know if anyone change their SMA/EMA/WMA/KAMA/LRMA/etc. when volatility changes? Let say ATR is rising, would you increase/decrease the MA period to make it more/less sensitive? And the bigger question would be, is there a relationship between volatility and moving average?
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Jurik Moving Average, but despite the hype I wasn't impressed when I looked into it, the guy is essentially a vendor selling a blackbox without revealing the code:

http://www.jurikres.com/catalog1/ms_ama.htm

The code is supposed to be something along these lines, which is not well explained:

https://c.mql5.com/forextsd/forum/164/jurik_1.pdf
 
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Mysteron said:
Jurik Moving Average, but despite the hype I wasn't impressed when I looked into it, the guy is essentially a vendor selling a blackbox without revealing the code:

http://www.jurikres.com/catalog1/ms_ama.htm

The code is supposed to be something along these lines, which is not well explained:

https://c.mql5.com/forextsd/forum/164/jurik_1.pdf
More...

https://www.tradingview.com/script/nZuBWW9j-Jurik-Moving-Average/ has what claims to be Jurik Moving Average code.
Code: 
//@version=3
// Copyright (c) 2007-present Jurik Research and Consulting. All rights reserved.
// Copyright (c) 2018-present, Alex Orekhov (everget)
// Jurik Moving Average script may be freely distributed under the MIT license.
study("Jurik Moving Average", shorttitle="JMA", overlay=true)

length = input(title="Length", type=integer, defval=7)
phase = input(title="Phase", type=integer, defval=50)
power = input(title="Power", type=integer, defval=2)
src = input(title="Source", type=source, defval=close)
highlightMovements = input(title="Highlight Movements ?", type=bool, defval=true)

phaseRatio = phase < -100 ? 0.5 : phase > 100 ? 2.5 : phase / 100 + 1.5

beta = 0.45 * (length - 1) / (0.45 * (length - 1) + 2)
alpha = pow(beta, power)

jma = 0.0

e0 = 0.0
e0 := (1 - alpha) * src + alpha * nz(e0[1])

e1 = 0.0
e1 := (src - e0) * (1 - beta) + beta * nz(e1[1])

e2 = 0.0
e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * pow(1 - alpha, 2) + pow(alpha, 2) * nz(e2[1])

jma := e2 + nz(jma[1])

jmaColor = highlightMovements ? (jma > jma[1] ? green : red) : #6d1e7f
plot(jma, title="JMA", linewidth=2, color=jmaColor, transp=0)
 
You have to change MA as the market condition changes.

Best is to delete all indicators as it is useless.

Then you don't have to worry about what MA parameters to use.
 
jennywestwong said:
I am interested to know if anyone change their SMA/EMA/WMA/KAMA/LRMA/etc. when volatility changes? Let say ATR is rising, would you increase/decrease the MA period to make it more/less sensitive? And the bigger question would be, is there a relationship between volatility and moving average?
More...

I did some research on this a few years ago, let me see if I can dig it out.

GAT
 
maxinger said:
You have to change MA as the market condition changes.

Then you don't have to worry about what MA parameters to use.
More...
%%
I haven' tested that one under all market conditions.
having several + moving averages, 50,55,200 .............can work real well, but i dont know of any easy way to trade/invest.
All my moving averages adjust to market changing conditions; but i have printed so many charts, cant say a 50 dma is more helpful than my printed charts.
SDS is till going up on my moving averages;
but i use my printed charts more than any ma.
 
If I look at a moving average, it is a 50 wma. I typically do not use any indicators. I do change time frames or more accurately tick counts, based on how volatile the price movement is. For low to regular vol, 500 tick, extreme vol could be 5000 or 10k tick.
 
llmflyfisher said:
If I look at a moving average, it is a 50 wma. I typically do not use any indicators. I do change time frames or more accurately tick counts, based on how volatile the price movement is. For low to regular vol, 500 tick, extreme vol could be 5000 or 10k tick.
More...
what tool do you use for live tick count?
 
Tradex said:
Exactly, it has been proven over and over again that these "new", fancy moving averages perform no better than simple moving averages.

Keep it simple folks, keep it simple, profitable trading has absolutely nothing to do with complexity, far from it.
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%%
Exactly;
as an average.
50 + 55+ 200 day/period...... moving averages can make a good underline or overline on price....................................................................................................
Most of the millions + billions made in the stock/ETF markets are made by people who buy every month for 40 years+ marketmakers/specialists.
EVEN a ''faster '' ma like ema maybe faster in an uptrend \but slower in a downtrend:caution::caution::caution::caution::caution:,:caution::caution::caution:[EDIT i would not change a 50 + 200 .......period ma, based on anything/they change/adjust according to any conditions]
Good questions.
 
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