Sharpen Your Moving Averages

Discussion in 'Technical Analysis' started by panzerman, Nov 27, 2023.

  1. SunTrader

    SunTrader

    Refine it enough and you'll get price o_O. Then you really have something. Unsmoothed, unfiltered ... reality.
     
    #11     Nov 28, 2023
    murray t turtle and VPhantom like this.
  2. so over the last 100 trades how has this improved performance or profitability? How has it improved win loss ratio? What is it actually done that can be measured?
     
    #12     Nov 28, 2023
    murray t turtle likes this.
  3. Zwaen

    Zwaen

    So basically multiply close (of timeframe x) times 3 and subtract the average (ema20) times 2.

    What does this mean, what do you 'do' with this information?
     
    #13     Nov 28, 2023
    murray t turtle likes this.
  4. Is that really how everyone uses a ma or ema? Not even being funny I don't use MA or EMA'S to judge trend directly. I use it more to detect slight changes of a trend ending and more importantly to help determine if current overbought is actually bullish or current overbought is bearish.
     
    #14     Nov 28, 2023
    Zwaen and murray t turtle like this.
  5. Zwaen

    Zwaen

    I havent interviewed everybody, but it seems common use. It's just a reference point to frame pricepath
     
    #15     Nov 28, 2023
    murray t turtle likes this.
  6. panzerman

    panzerman

    I have attached the technical article. You will note the author recommends using FIR filters, but there is no harm in extending the method to IIR filters.
     
    #16     Nov 28, 2023
    beginner66 and MarkBrown like this.
  7. hilmy83

    hilmy83

    You think that after decades in TA tools, everything you can possibly do to the moving average has been done. It's like asking kids different ways they can draw a person, and having people judge how "cute" it looks.
     
    #17     Nov 28, 2023
    murray t turtle likes this.
  8. rb7

    rb7

    Filtering a signal only remove the so called 'noise' and smoothen the result.
    It usually doesn't sharpen anything.
    And besides, when you say 'improve MAs', what's the impact on trading results?
     
    #18     Nov 28, 2023
    Slope Trader and murray t turtle like this.
  9. %%
    OK;
    +put profits another way. THAT 20 ma on monthly QQQ [DON Channels]charts, which has been downtrending for over a year\sometimes pay attention to it \LOL:D:D
    Nothing like a simple trick \sharp headline;
    +sometimes OCT lives its Stock Traders Almanac nickname/ ''Bear killer''
    Good timing even if i cant read your charts LOL:D:D
     
    #19     Nov 28, 2023
  10. MarkBrown

    MarkBrown

    IIR MA Function

    Inputs: Series( numericseries ), Length( numericsimple );

    Variables: Fraction( 0 ), Lag( 0 ) ;
    Fraction = 1 / Length;
    Lag = IntPortion( 1 / Fraction - 1 );

    If CurrentBar = 1 then
    IIRMA = Series
    Else
    IIRMA = Fraction * ( 2 * Series - Series[Lag] ) + ( 1 - Fraction ) * IIRMA[1];


    -----------------------
    EXP MA
    IIR MA
    FOF MA

    in that order from top to bottom, the bands are just price bands no averages.

    [​IMG]
     
    #20     Nov 28, 2023