How many different moving averages are there ?

NexusFi · 2022-07-15T20:46:30-04:00

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 …

Discussion in EasyLanguage Programming

Updated July 16, 2022

How many different moving averages are there ?

July 15th, 2022, 08:46 PM

#11 (permalink)

WoodyFox

Columbus, Ohio

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syswizard

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 ?

All good points... and a solid walk forward done properly can in a way answer some of these questions.