Adaptive Moving Averages

Discussion in 'Technical Analysis' started by ScoobyStoo, Jun 10, 2009.

  1. I would never touch a MA based trading system in my life. I just want to use the MA as a trigger to indicate when the direction of price movement has changed in a meaningful way (hence the need for an adaptive MA which can filter noise).

    Don't worry. The MA is a tiny part of my strategy and just functions as a trigger to start the real work of evaluating the market. :)
     
    #11     Jun 11, 2009
  2. rickf

    rickf

    All depends on what you're trading and the various settings. I haven't used it in a while but when I did trading the ES I think I had FAMA and MAMA cofigurations of .2 and .12 (or vice-versa, I forget). Been a while. :(
     
    #12     Jun 11, 2009
  3. Well, without going into a load of unnecessary detail, I'm going to feed the MA a stream of T&S data (so effectively the equivalent of a 1 tick chart). I can configure the sensitivity of the KAMA and VIDYA easily using the period and volatility settings. However, the MAMA is a tricky little fecka and, since I don't have a background in digital signal processing, I'm struggling to suss out the maths so that I can tweak the sensitivity.

    Thanks for your comments though. I'll keep playing around.
     
    #13     Jun 11, 2009