Wow....this list blew me away:
_1LCLeastSquaresMovingAverage,
_3HMA,
AdaptiveAutonomousRecursiveMovingAverage,
AdaptiveExponentialMovingAverage,
AdaptiveLeastSquares,
AdaptiveMovingAverage,
AhrensMovingAverage,
AlphaDecreasingExponentialMovingAverage,
ArnaudLegouxMovingAverage,
AtrFilteredExponentialMovingAverage,
AutoFilter,
AutonomousRecursiveMovingAverage,
BryantAdaptiveMovingAverage,
EndPointWeightedMovingAverage,
ExponentialMovingAverage,
FallingRisingFilter,
FareySequenceWeightedMovingAverage,
FibonacciWeightedMovingAverage,
FisherLeastSquaresMovingAverage,
FollowingAdaptiveMovingAverage,
FractalAdaptiveMovingAverage,
GeneralFilterEstimator,
GeneralizedDoubleExponentialMovingAverage,
HampelFilter,
HendersonWeightedMovingAverage,
HoltExponentialMovingAverage,
HullEstimate,
HullMovingAverage,
HybridConvolutionFilter,
IIRLeastSquaresEstimate,
InverseDistanceWeightedMovingAverage,
JsaMovingAverage,
JurikMovingAverage,
KalmanSmoother,
KaufmanAdaptiveLeastSquaresMovingAverage,
KaufmanAdaptiveMovingAverage,
LeastSquaresMovingAverage,
LeoMovingAverage,
LightLeastSquaresMovingAverage,
LinearExtrapolation,
LinearRegression,
LinearRegressionLine,
LinearWeightedMovingAverage,
MesaAdaptiveMovingAverage,
NaturalMovingAverage,
OptimalWeightedMovingAverage,
OvershootReductionMovingAverage,
PoweredKaufmanAdaptiveMovingAverage,
QuadraticLeastSquaresMovingAverage,
QuadraticMovingAverage,
QuadraticRegression,
QuadrupleExponentialMovingAverage,
QuickMovingAverage,
SimpleMovingAverage,
SymmetricallyWeightedMovingAverage,
T3MovingAverage,
TriangularMovingAverage,
Trimean,
TripleExponentialMovingAverage,
UltimateMovingAverage,
VariableIndexDynamicAverage,
VariableLengthMovingAverage,
VolumeWeightedAveragePrice,
VolumeWeightedMovingAverage,
WeightedMovingAverage,
WellRoundedMovingAverage,
WildersSmoothingMethod,
WildersSummationMethod,
WindowedVolumeWeightedMovingAverage,
ZeroLagExponentialMovingAverage,
ZeroLagTripleExponentialMovingAverage,
ZeroLowLagMovingAverage

We should create a moving average based off all of those moving averages, then we can call it "The Mother of All Averages" or something like that.

There are way more than that probably hundreds more. Also most every indicator is usually a form of a moving average

HiLatencyTRDR HLT 

There are way more than that probably hundreds more. Also most every indicator is usually a form of a moving average

Interestingly some of the best trading systems have no moving averages and no lookback period....i.e. MaxBarsBack=1.

syswizard 

Interestingly some of the best trading systems have no moving averages and no lookback period....i.e. MaxBarsBack=1.

It would need input data from somewhere though..

Okay I will bite.

What is the point of this thread?

SMCJB 

Okay I will bite. What is the point of this thread?

Simply that you can use a MA as a form of S&R.

syswizard 

Interestingly some of the best trading systems have no moving averages and no lookback period....i.e. MaxBarsBack=1.

Interestingly most does not mean all and a lokback of 1 bar is still a look back and
I had a real laugh about your assessment of the best trading systems don't use ma or best indicators. This is all subjective.


I was stating the obvious which is most trading fancy analytics and simple ones have a ma process involves. It was just an opinion.

There is no right or wrong way to think about the mkts or trade. It is a highly individualistic pursuit

HiLatencyTRDR HLT 

Interestingly most does not mean all and a lokback of 1 bar is still a look back and I had a real laugh about your assessment of the best trading systems don't use ma or best indicators. This is all subjective. I was stating the obvious which is most trading fancy analytics and simple ones have a ma process involves. It was just an opinion. There is no right or wrong way to think about the mkts or trade. It is a highly individualistic pursuit

The big problem is: How many bars back to look ? 5, 10, 100 ?
Should this value vary with volatility ?
Should this value be optimized or is that dangerous ?
How is 1 bar a real lookback when in fact it cannot be varied ?

One bar back is your most recent history! It has the most value no matter what time frame or measure imo.

It is a naive forecasters greatest tool