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Re: Moving Averages : What Types are in the Trading World ?



PureBytes Links

Trading Reference Links

Try a search http://www.traders.com/S&C/SiteSearch.html
keywords moving average
Tillman T3
volume-weighted average  or Buff average
sine-weighted moving average
adaptive moving average by Perry Kaufman
DEMA
TEMA
it would take a while to compile all of them into a list.
T3 seems a good choice (among the freely available) to generate signals
because it doesnt lag as much as others.
It doesnt turn as fast as jma in trend changes but you need some noise to
generate valid signals.

Juriks moving average has very little noise so it should not be used
directly to generate
trading signals.It is more useful to smooth time series for instance a rsi
of a jma of the closes.

Some experimentation can be done by displacing them horizontally to generate
earlier signals.

Any other commentaries or corrections of my opinions are welcome.

----- Original Message -----
From: "Ian McVicar" <icm63@xxxxxxxxxxx>
To: "OmegaList" <omega-list@xxxxxxxxxx>
Sent: Monday, April 23, 2001 11:47 PM
Subject: Moving Averages : What Types are in the Trading World ?


> These are the types of moving averages that I have come across in the
technical
> trading world. I am looking for others that may help me.
>
> Type                         Source calculation
> Standard Moving Ave          Most Common applications
> Exponential Mov Ave          Most Common applications
> Triangular Mov Ave           Most Common applications
> Adaptive Mov Ave             Most Common applications
> AMA                          Jurik
> JMA                          Jurik
>
> If you know of any others please advise, please disclose source and
describe
> its nature. (ie slow, lagging , fast or some type of description would be
> great).
>
> Thanks in advance
>
> Ian
>
>
> =====
>
>
>