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 archive18 readings
1987Constructing parabolic stops and cycle-window averages1989Volume confirmation windows and exponential average construction1992Equity-curve average as a live-capital gate1993Relative strength index events depend on the chosen input combination1995Constructing a dual-horizon force index1998T3 adaptive smoothing from regression benchmarks1998Triangle breakouts filtered by an exponential average and exited with parabolic stops1999Lagged trend filters for neural-network inputs1999When markets burst, not trend2001Sector rotation, timing and leverage as a regime case study2003Constructing price z-scores with dual averages and bands2003Constructing a negative volume index as a moving-average regime test2003Constructing bull and bear balance from session paths2003Bull-and-bear-balance from OHLC bar patterns2006Lagged commercial nets and a weekly accumulation trigger2011How an adjustable-bands z-test resizes the no-trade zone2019A three-filter stack as a redundancy test2019Assigning jobs in a stochastic, parabolic, and moving-average stack
This registry entry describes a research method. It is not investment advice and does not make a performance claim.