Does anyone change their moving average period based on volatility?

[murray t turtle]

Murray, Good stuff. You are cordially invited to the cup n handle thread to continue the comments and healthy discussion of cup n handle with opinions and examples.
https://www.elitetrader.com/et/threads/cup-and-handle-on-bac.356343/page-2#post-5337501

"is there a relationship between volatility and moving average?"

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Thanks;
let me get out of all my inverse ETFs.
DONT know if its a cup with handle looks like a better uptrend than my start position today of qqq. LOL
12 noon almost lunch time/good cup of coffee, today with handle.[Edit\ i still like to read cover of Dr Suess books/nota prediction + not a racist/LOL]

 

[wiesman02]

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?

In reference to ES. U never change your moving average. But u do change your time frame. Always look at what the average pullback range is from the last few days. A moving average is just a guide.

 

[murray t turtle]

In reference to ES. U never change your moving average. But u do change your time frame. Always look at what the average pullback range is from the last few days. A moving average is just a guide.

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BUT they tend to be very good guides.ES is designed by CME for trading\so have to figure than ikn + the fact you get no dividends so its NEVER an investment like some dividend payers are.
VERY helpful to test them all/never could geta 233 day ma to work much but 200 period helps a lot.......................................................................................................................

 

[Dr_Trade]

I never do this for my trades rather I prefer to use AMAs to analyse the recent changes according to the last price trend.

 

[murray t turtle]

I never do this for my trades rather I prefer to use AMAs to analyse the recent changes according to the last price trend.

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FINE by me.
I checked the 50 day weighted moving average + 50 day simple average+ started a scale on on SPY related\ actually SPLV. IT tends to underperform QQQ, SPY/QLD but with less drawdowns.................................................................................. NOT a prediction. Good timing on your question JWW. Put enough moving averages on your charts\/most likely hit something + profit.[EDIT staring small or scale in works best since cant really predict/so yes change the size on a new ETF, topping or bottom area or a more volitile etf like oil stockETFs,TQQQ sqqq........]

 

[murray t turtle]

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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On your bigger question JWW;
much more common to change position size to smaller as market makes wilder swings.
Good reason for that\ especially if one has to sell by 3rd friday week.
In a cash market or cash ETF early bull market uptrend /may not make much difference, especially if some profits are built up.
ON inverse ETFs[bear profits] bear profits almost never trend as good or as long as uptrends;
so it also depends on market being traded.ON that kind of spike/spike profits inverse, dont have to change ma but sell sooner.
Thats why i never trade inverse smaller\ than longs or long X 2 or 3 ETF.,

 

[easymon1]

Thats why i never trade inverse smaller\ than longs

What's a good example of this?

 

[murray t turtle]

What's a good example of this?

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WELL a semi good example\LOL.QQQ cash etf/ 3+ 1...... year chart\SQQQ.
Semi good because sqqq almost never makes what QQQ or qld does.
Semi good because if some is using sqqq as insurance on QQQ;
PSQ\sqqq almost never makes what QLD does;certain exceptions apply.
Semi good , because some times its best to self insure.

 

[easymon1]

And the bigger question would be, is there a relationship between volatility and moving average?

Is there a relationship between volatility and volume?

 

[murray t turtle]

Is there a relationship between volatility and volume?

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Hopefully JWW answers also.
Yes.
On UPRO, with 20/20 hindsight, sometimes bottoms/bottom areas/ are made on 52 week volume records.[50dma on volume]
IN a bear market\which we are not in/ that could be just the beginning of downtrend.
NOT a prediction+ UPRO or any can go up or down on any volume.