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- Joined Feb 2009 | Status: Half in the Bag | 17,827 Posts
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
Simple Moving Average Vs. Moving Average? 8 replies
Does Moving average actually act as moving S/R ?? 20 replies
Digital Signal Processing Moving Average 4 replies
Moving average cross-over signal with selectable alert? 1 reply
DislikedHi, So I am trying to develop a trading system with moving averages. Based on moving average only the system makes money - that is if the entry/exit was at moving average. But if I enter/exit at open after the signal is identified I get screwed. Obviously moving average smooths the price and lags behind which ever period I set. But can you recommend a way to minimize the lag (as in minimize the difference between signal and next open price). I suppose there will be a trade off between signal and entry. Maybe use a weighted MA ? Thanks.Ignored