Adaptive moving average · TradersWeek

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Output: Conditional forecast or research filter
Input: Ordered price, volume or breadth observations
Horizon: A defined sampling interval and lookback
Best use: Compare an explicit quantitative baseline with an out-of-sample result.

Input: Ordered price, volume or breadth observations.
Output: forecast.
Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.

The graph2

How the method is built, and where it has been read

Depends on

Often reviewed together

Exponential smoothing5 readings

Often reviewed together

Moving average6 readings

Read in the archive24 of 28 readings

1991Variable-length moving average from change dispersionIndicators and filters 1991Building variable-length moving averages from partitioned price changesIndicators and filters 1992Constructing volatility-adaptive exponential smoothingIndicators and filters 1992Constructing volatility-adaptive trailing stopsStops and loss limits 1995Constructing an adaptive moving average with an efficiency ratio and filterIndicators and filters 1995Adaptive length as a construction choice inside exponential smoothingIndicators and filters 1995Building momentum-scaled adaptive moving averagesIndicators and filters 1995Two-gate breakout confirmation with adaptive averagesIndicators and filters 1998T3 adaptive smoothing from regression benchmarksIndicators and filters 1998Testing price-channel breakouts with a lag-aware adaptive averageTrend and channels 1998Constructing filters by nesting offsets and variable weightsIndicators and filters 1998Constructing an efficiency ratio adaptive average and entry filterIndicators and filters 2001Constructing a variable-interval average from a difference-oscillator or volatility forecastIndicators and filters 2001Adaptive averages driven by cycle-phase speedIndicators and filters 2001Encoding candle structure as a numeric filterIndicators and filters 2005Range-dimension adaptive exponential filterIndicators and filters 2005Constructing an adaptive moving average from a fractal-dimension weightIndicators and filters 2005Constructing a fractal-dimension adaptive moving averageIndicators and filters 2010How a price-hugging smoother is assembled from ordinary averagesIndicators and filters 2010Constructing simple, exponential, and adaptive averagesIndicators and filters 2013Evaluating an adaptive moving average against a same-window moving averageIndicators and filters 2016Three-layer confirmation: adaptive average, stochastic relative strength index, and stop-and-reverseIndicators and filters 2017One-alpha reverse-path exponential smoothingIndicators and filters 2018Two Adaptive moving averages as a confirmation pairIndicators and filters

This registry entry describes a research method. It is not investment advice and does not make a performance claim.