DislikedThe great French mathematician (and polymath) Benoit Mandelbrot warned of the difficulties in using moving averages to analyze volatility regimes in his important work, 'The (Mis)Behaviour of Markets'. A MA band that offers good signals does so only when price has some semblance of stationarity and when the price wave 'propagates' to a higher dimension the only way to make sense of the scaling is to re-examine price on a higher dimension. Then the moving average (ideally, moving average band) will again be relatively stationary in relation to price/time....Ignored
Thanks Clemmo17
what is your preferred financial support and your prferred Time Unit - in short what you trade the most