Research method
Moving average
Moving average is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- 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 graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
TRIX4 readings
Often reviewed together
Breakout system4 readings
Often reviewed together
Triangular moving average5 readings
Often reviewed together
Finite Impulse Response Filter5 readings
Often reviewed together
Contrarian strategy5 readings
Often reviewed together
Average Directional Index5 readings
Often reviewed together
Open interest analysis6 readings
Often reviewed together
Mean reversion6 readings
Read in the archive24 of 597 readings
1982Constructing moving averages with weights, alignment, and adaptive lookbacks1982Spectrum-first construction of moving-average trend filters1982An odd-length smoother from a cycle cutoff1984Evaluating mechanical systems beyond net profit1984Matching average age across price filters1984Constructing TRIX from a cutoff to one shared alpha1984Residual-impact construction of exponential smoothers1985Constructing excess and momentum difference-curve oscillators1987Constructing a cycle-scaled trend oscillator1987Evaluating silver moving averages and RSI by scoring rule1987Constructing scaled OHLC matrices for study overlays1987Constructing parabolic stops and cycle-window averages1987Stochastic fast and slow construction as a rebuildable stack1988Cumulative volume trend and 200-session polarity1988Indicator smoothing: lookback, weight, and scale1988Five reading rules for smoothed indicator charts1988Constructing moving averages: weights, smoothing and crossovers1988Simple systems over optimized complexity1988Case study: weekly on-balance volume with trendlines and a 21-period average1988Test edges against chance, not story1988Stacked channel, trendline, and moving-average warnings in 19871988Diagnosing market bottoms with breadth, divergence and averages1988Constructing simple and exponential moving averages as specified filters1988Cycle lead from staggered exponential averages
This registry entry describes a research method. It is not investment advice and does not make a performance claim.