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Moving Average

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A moving average is generally used to smooth out a time-series. It simply consists of calculating an average price for each bar of the time-series using preceding bars data.
Moving averages are the most commonly used indicators in technical analysis. By calculating an average price over a period, the moving average allows the trader to easily detect the direction of the trend in different timeframes and to measure the security's momentum by removing the time-series or stock price noise.
There are several types of moving averages. The most commonly used are: the Simple Moving Average and the Exponential Moving Average.


Objects: Moving Average
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ADX Composite Indicator for the Stock Market
by Brian Brown, uploaded one week ago

...moving average of the price range expansion using a specific lookback period.

To calculate this market composite indicator, I have used a 14-bar period with the Average directional index. The ADX indicator fluctuates between 0 and 100 and therefore the composite indicator that is based on the ADX will also...
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Record High Percent - 10-day Simple Moving Average of the High-Low Index
by The trader, uploaded one month ago

...moving average of the high-low index.

The 52-week high and low numbers are required in order to compute the High Low Index. This data can be created by implementing two composites and then applying them to a list of stocks or it can be downloaded directly from a trading object. The...
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ADX Trading System
by Brian Brown, uploaded one month ago

...moving average (EMA) of the Plus directional movement (PDM - plus_dm) and then dividing it by the EMA of the true range. The latter is calculated the same way but it uses the Minus directional movement (MDM - minus_dm) instead of the PDM.

Here are some trading rules that use the...
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SMA 50-200
by suresh, uploaded one month ago

...moving average crossover. This is intended to find long trends in the system. This should be combined with fundamantal analysis as that will ensure you are investing in solid companies and you are trying to find a good entry point and exiting before the world comes crashing down.



The...
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Implied Volatility of iPath ETNs - IV Historical Data
by The trader, uploaded one month ago

...moving average:
GetData("volatility" , "iv") < SMA(GetData("volatility" , "iv"), 30)

An increase or decrease in the implied volatility can be measured using the RoC or rate of change technical analysis indicator; here is an example:
roc(GetData("volatility" , "iv"), 10) > 5 ...
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Crossover/Convergence of Several Trading indicators
by QuantShare, uploaded one month ago

...moving averages, each one with a different lookback period, are almost equal:
IsEqual(sma(10), sma(30), sma(60), sma(10), 0.5);

A signal is returned only when the difference between the 10-Bar simple moving average and the 30-Bar simple moving average is lower than 0.5, the difference between the 10-Bar SMA and 60-Bar SMA is lower...
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Keltner Channel
by Brian Brown, uploaded several months ago

...Moving Average Envelopes or Bollinger Bands. It is constituted of two lines that adapt to changes in the security's volatility by using the ATR or average true range indicator.

There are several variations in calculating the Keltner Channel. In this version, the midline is constructed by taking the exponential moving average...
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Ratio of stocks trading above their moving average plus one standard deviation to...
by Patrick Fonce, uploaded several months ago

...moving average of their close prices plus the 30-bar standard deviation to stocks trading below the moving average of their close prices minus the 30-bar standard deviation.

The Standard deviation is a measure of volatility, the higher the standard deviation is, the more volatile a stock is. The 30-bar standard deviation...
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Geometric Moving Average Indicator
by Brian Brown, uploaded several months ago

...moving average calculates the geometric mean of the previous N bars of a time series or trading indicator. The simple moving average uses the arithmetic mean, which means that it is calculated by adding the time series' value of the N previous bars and then dividing the result with the...
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Forex Trading Indicator - Better than expected Economic Calendar Events
by QuantShare, uploaded several months ago

...moving average of this better than expected economic releases indicator:
moving_average = SMA(PerBetterExpectedEvents("United States"), 10);

And here is how to create a trading rule that compares the economic releases of a Forex pair:
For the GBPUSD currency pair (U.S. Dollar / British Pound) ...
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