PRIMEVAL_SERIES_0001.0 - Hyper-bullish EMA SequenceThe Primeval Series is the domain of combinations between EMAs of any specific length that apparently dictates the fabric of equity price movements. For best use, the 45-minute timeframe is ideal for short-term, explosive plays.
The series can be split into major and minor sub-series, i.e., "Epoch" and "Triassic." Epoch EMAs refer to the lengths of 618 periods and 1618 periods - these are the averages that denote major directional shifts when they cross each other on any timeframe. The Triassic EMAs are the 21, 62, and 186 lengths of any timeframe that offer incredible directional insight when they interact with the Epoch EMAs.
Triassic EMAs' seldom interact with Epoch EMAs intraday. However, their interactions with each other can be useful for quick swing trades. After discovering these oddly specific EMA lengths, my study and application of their interactions have increased my understanding of markets ten-fold. I hope they do for you as well.
Aside from the EMA lines themselves, I have created colored background lines for specific crossovers that seem to follow a bullish sequence. I have annotated the sequence in the script itself, but will also include here for ease of use. See below for more details:
Hyper-bullish EMA Sequence:
1) For best use, look for charts that are in a long-term bullish trend and have pulled back over the last 2 months.
2) Once such a stock has been identified, set the chart timeframe to 45 minutes, and apply the script.
3) The sequence begins on the nearest AQUA colored crossover. This denotes the beginning of the most-local retracement from near-term (could be all-time) highs.
4) Then, find the next ROYAL BLUE crossover background line for a potential entry. If I were tracking a stock that just displayed a ROYAL BLUE crossover, I would enter 1/4th of my planned full position.
5) Next, search for the next crossover highlighted in DARK BLUE. This is the key crossover. Enter your full position, as it is a very strong bullish confirmation signal.
6) Hold the long position until you see the penultimate GREEN crossover line. In certain cases, this is the final confirmation for the uptrend and denotes an extension upward. I would not add here, but would alternatively take 1/3rd of my profits.
7) If you take 1/3rd of your profits, you can ride the extension knowing that the trade is profitable regardless. House money trades are my favorite trades for this reason.
8) The toughest part is selling the remaining 2/3rds of your position, but there is a solution: when you see the first RED crossover line after GREEN, sell half of your remaining position. The price could come down a bit but would hold the remaining position until the next RED line appears.
**IMPORTANT: This strategy assumes that there is only ONE AQUA line at the very beginning of any given sequence. If there appears another AQUA line at any point in the sequence, SELL ALL. That is the only hard rule and is extremely unlikely to occur after a DARK BLUE cross. Keep in mind that some charts are so bullish that a GREEN LINE may never appear because the price action is so far above the Epoch_Zero EMA (yellow EMA ) that it will not be a factor for some time. Lastly, most RED crossover lines are insignificant until the GREEN line appears. Even then, they are only potential places to sell. AQUA lines are most meaningful and if you see one occur after a GREEN line, exit immediately.
Before you use this strategy, backtest it in the following way: pick any bullish stock over the past 3 months and see how the sequence pans out. I have done this over 100 times and it has worked 100 times WHEN you follow the rules listed in the "IMPORTANT" section above. Once validated, use this as a powerful weapon during bullish times.
Good luck and I hope this can make the world profitable someday.
- Perma H. Pig
Crossover
McGinley Dynamic Indicator This is a strategy based on the Mcginley Dynamic Moving Average indicator, a type of moving average that was designed to track the market better than existing moving average indicators. It is a technical indicator that improves upon moving average lines by adjusting for shifts in market speed.
Moving averages used:
EMA: 21
EMA: 42
The chart used for the backtest was the Bovespa Futures Index ( WIN1! Continuous: current contract in front )
Multiple Standard Moving Averages {CyberNetwork}Multiple standard moving average plots in a single script, with golden cross (GX) and death cross (DX) indicators.
Momentum filters of each MA can be applied to the GX/DX indicators -- i.e. such that the 50 SMA /200 SMA GX will only trigger if the momentum of the 200 SMA is positive, etc.
Note: User can set the triggering criterion, scaled to the % of the respective MA value.
Setting this value to negative allows the triggering of GX when MA momentum is negative (-ve), and vice versa for DX.
Each plots and indicators can be individually enabled/disabled.
This script is base on the following Multiple Moving Averages script: which allows users to set their own preferred MA candle lengths.
Multiple Moving Averages {Cybernetwork}
Volume Moving Average - evoThis script shows regular volume bars with two separate moving averages using only bullish and only bearish candles. The moving average uses the last known value of its calculation.
Using the Heikin Ashi function will smooth the colors and moving averages (good for trends):
The crossovers are a good way to see what the dominant direction of a trend is, if you test them on your time frame and instrument they might be good to trade on their own, I have not tested this and the default settings are not tuned for that.
As always, let me know if you like it or found a good way to use it :)
Ema Cross, 10 /21 / 55Ema Cross tool using Ema 10 / Ema 21 / Ema 55
I have found these settings very useful for catching breakouts on Alt coins.
Alerts Added,
Breakout = Ema 10 crossing above Ema 21
Breakdown = Ema 10 crossing under Ema 21
Ema 55 added as a useful area to catch dips when price is trending
SMA & EMA Simple CrossoverTracks and highlights trends by using a simple SMA and EMA indicator. When a shorter SMA (default set to 10 periods) and a longer EMA (default set to 20 periods) cross over, a cross is placed upon the chart at the crossover point. Defaults settings for the periods and colours can be changed the user to meet their own preferences using the settings button (i.e. without having to edit the script).
powerful moving average crossoverThis script is a simplified version of John Ehlers's adaption of Dr. Kalman's optimum estimator as applied to price action (More can be found on this here: www.dimensionetrading.com). Here I have adapted two of these optimum estimators to work together to provide crossover signals. The user can choose the input of this filter in the 'input source'. The 'Ratio of Uncertainties' controls how adaptive the moving averages are, increasing this number will increase adaptivity and vice versa for decreasing. The 'Kalman Gain' allows the user to choose how much error to let into the calculation. The smaller this number is the quicker the moving average will approach price action.
In practice this indicator is much smoother than most other moving averages and has significantly less whiplash while still getting very early entries. If anyone wants to adapt this script for their own uses please feel free. Message me what you make with it, I am very curious what this can do when in the right hands!
Happy trading!
Signal_CrossSignal_Cross
This indicator is to help traders by showing an early (buy) and exit (sell) signal as soon as possible. It can be used with other indicators that provide confirmation on trend.
ANTS BEAST MODE TRIX+MACD TRIX CROSSThis indicator is both the TRIX + MACD all in one inidicator -- a + sign is displayed whenever the trix crosses
Fancy Triple Moving Averages [BigBitsIO]This script is for three moving averages with as many features as I can possibly fit into a single moving average.
Features:
- Three moving averages (MA1, MA2, MA3).
- Standard MA inputs.
- MA type.
- MA period.
- MA price.
- MA resolution (time frame).
- Visibility toggle.
- MA Candle Type
- Fancy MA inputs.
- Toggle to show only candles included in the MA calculation ("Highlight inclusion") or display entire MA history.
- Toggle to show a ghost trail when Highlight inclusion is toggled on. Displays a shaded version of past MA history before the inclusion period (as seen on snapshot).
- Toggle to show forecast values for the MA.
- Other inputs related to forecasting:
- Forecast bias. (Neutral forecasts MA if the current price remains the same.)
- Forecast period.
- Forecast magnitude.
*** DISCLAIMER: For educational and entertainment purposes only. Nothing in this content should be interpreted as financial advice or a recommendation to buy or sell any sort of security or investment including all types of crypto. DYOR, TYOB. ***
MA-EMA Crossover LTJust a simple strategy based on dynamic zones by Allenster. Still a work in progress.
PRISM Oscillators Set {PREMIUM}The PRISM Oscillator Set consists of:
(1) A modified-pSAR derived main driving oscillator (P-Oscillator).
(2) With MAJeStic (Momentum, Acceleration, Jerk, Snap) Oscillators Set (M-, A-, J-, S-Oscillators respectively).
User can switch the main oscillator to RSI-mode (default), as well as reverting to configurable EMA/SMA MACD mode as well.
The P-Oscillator
The P-Oscillator (centered at 50 in the y-axis) indicates the instantaneous bullish/bearish cycle of the market, and the degree of which.
A MA-line is provided as well (VWMA-mode is set as the default, but user can choose to switch to SMA-mode).
The crossing of the P-Oscillator into its MA-line signals a significant turn in the P-Oscillator , similar to how the cross between MAs are being used to signal a golden/death-cross (example: P-Oscillator crossing down its MA-line indicates a probable shift into the bearish phase).
The MAJeStic-Oscillators
The MAJeStic-Oscillators are derived from the main P-Oscillator .
The M-Oscillator is the momentum oscillator, to more clearly visually indicate the current momentum phase of the main P-Oscillator -- i.e. when the oscillator is above the zeroline at -50, the P-oscillator is in an uptrend; and the magnitude of which indicates the velocity (or to be more precise, the speed) of the current momentum trend.
The AJ-Ribbon consists of the acceleration and jerk oscillators, to indicate the hidden underlying trends in the momentum. They can be thought of as the hidden force/hand that pushes and pulls the momentum oscillator upwards or downwards.
Both the M-Oscillator and the AJ-Ribbon are y-shifted down with its zeroline set at -50, simply for the purpose of clarity of presentation for this multiple-oscillator script.
The S-Oscillator is centered about the 0 as its zeroline. It is a highest-order indicator, derived from the AJ-Ribbon , and is an extremely sensitive indicator -- which is able to dig up even the more subtle market trends that may later cascade into a more macro trend. For example: when it crosses from the negative into the positive (especially with a steeply positive slope) and holds above the zeroline, it is then likely that price will see some upside movement ahead (depending on the magnitude of the oscillator as well), even if it may presently be simply moving sideways or even downwards (i.e. a divergence in the S-oscillator wrt the current price movement).
The alignment of the various indicators gives the clearest signal of the market trend, however, that naturally isn't always the case. Hence, when signals from the oscillators looks conflicted, the higher order oscillators (i.e. the AJ-Ribbon, and the S-Oscillator) will be helpful indicators of possible movement incoming; alternatively looking for divergence and hidden divergence of the P-Oscillator (set to RSI-mode) is also an effective strategy.
This oscillator set is suitable to be applied on any timeframes and on any charts.
This oscillator does not give precise price targets, but only offers a qualitative view of the present as well as the probable incoming price action.
To (attempt to) predict price targets, I personally use the PRISM Oscillator Set in conjunction a combination of various support & resistance analytical strategies: e.g. VPVR-levels, moving averages, trend-lines, Ichimoku Cloud, etc. and looking/waiting for sufficient candle closing and break-outs for confirmation, etc.
The PRISM Oscillator Set provide a momentum-focused perspective of the current market.
While my other script, Cyber Ensemble ( which generates buy/sell signals base on the scoring of a large ensemble of technical indicators + and modified by a series of filters ), provides a technical perspective of the current market; and which I frequently use conjunction with the PRISM Oscillator Set .
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Note:
In no way is this intended as a financial/investment/trading advice. You are responsible for your own investment/trade decisions.
Please exercise your own judgement for your own trades base on your own risk-aversion level and goals as an investor or a trader. The use of OTHER indicators and analysis in conjunction (tailored to your own style of investing/trading) will help improve confidence of your analysis, for you to determine your own trade decisions.
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Please PM me for access information.
© cybernetwork
Directional Movement OscillatorThe Directional Movement Oscillator (DMO) is an adaption to the Directional Movement Index (DMI).
The difference is that DMO is one line, whereas DMI has 3 lines: +DI,-DI, and ADX.
The DMO line calculation: DMO = (+DI) - (-DI)
I excluded the ADX in DMO because its completely useless.
Try this indicator out, good luck ;)
-racer8
ScalpyScalpy is made up of a 2 main parts.
- The cloud comprising of a 10 period SMA and a 30 period SMA.
- When the cloud is green you should be looking for long entries.
- When the cloud is red you should be looking for short entries.
- Price is most bullish above a green cloud and most bearish below a red cloud.
- Being within the cloud indicates indecision.
The blue and white lines on the indicator show the relationship between price and momentum.
They can be used to spot reversals in two ways:
- The first is a divergence between price (blue line) and RSI (white line)
- If the price makes a lower low but the RSI makes a higher low this shows the trend is weakening and may be reversing soon (as can be seen by the two yellow lines on the chart).
The second is a simple crossover:
- When the white line crosses the blue line to the upside this signals a long entry.
- When the white line crosses the blue line to the downside this signals a short entry.
HMA-Crossover AlertsThis simple script plots bullish and bearish Hull Moving Average Crossovers and fires Alerts when long or short conditions are met.
Smoothed Triple EMAThis indicator is exactly as it sounds, a smoothed triple EMA . In my personal use, it is applied to strategies to indicate direction of entries. A simple example would be if price is above the STEMA, look for long entries, if price is below the STEMA, look for short entries. Shortly, I will share a strategy that makes use of this indicator. You are welcome to message me if you have any questions. Thanks for checking it out an may the probabilities be with you!
Uhl MA System - Strategy AnalysisThe Uhl MA crossover system was specifically designed to provide an adaptive MA crossover system that didn't committed the same errors of more classical MA systems. This crossover system is based on a fast and a slow moving average, with the slow moving average being the corrected moving average (CMA) originally proposed by Andreas Uhl, and the fast moving average being the corrected trend step (CTS) which is also based on the corrected moving average design.
For more information see :
In this post, the performances of this system are analyzed on various markets.
Setup And Rules
The analysis is solely based on the indicator signals, therefore no spread is applied. Constant position sizing is used. The strategy will be backtested on the 15 minute time-frame. The mult setting is discarded, the default setting used for length is 100.
Here are the rules of our strategy :
long: CTS crossover CMA
short: CTS crossunder CMA
Results And Data
EURUSD:
Net Profit: $ 0.08
Total number of trades: 99
Profitability: 35.35 %
Profit Factor: 1.834
Max Drawdown: $ 0.01
EURUSD behaved pretty well, and was most of time showing long term trends without exhibiting particularly tricky structures, the moving averages still did cross during ranging phases, since march 9 we can see a downtrend with more pronounced cyclical variations (retracements) that could potentially lead to loosing trades.
BTCUSD:
Net Profit: $ 4371.57
Total number of trades: 94
Profitability: 32.98 %
Profit Factor: 1.749
Max Drawdown: $ 1409.96
The strategy didn't started well, producing its largest drawdown after only a few trades, the strategy still managed to recover. BTCUSD exhibited a strong downtrend, the strategy profited from that to recover, signals still occurred on ranging phases, and where mostly caused by a short term volatile move, unfortunately the CMA can converge toward ranging/flat price zones where false signals might occur at higher frequency.
AMD:
Net Profit: $ 16.09
Total number of trades: 95
Profitability: 29.47 %
Profit Factor: 1.288
Max Drawdown: $ 20.11
On AMD the strategy started relatively well with a raising balance, then the balance quickly fallen, this downtrend in the balance lasted quite some time (almost 48 trades), the strategy finally recovered in Nov 2019 and the balance made a new highest high at the end of February. AMD had numerous trends during the backtesting period, yet results are poor.
AAPL:
Net Profit: $ -28.17
Total number of trades: 89
Profitability: 28.09 %
Profit Factor: 0.894
Max Drawdown: $ 63.21
AAPL show the poorest results so far, with a stationary balance around the initial capital (in short the evolution of the balance is not showing any particular trend and oscillate around the initial capital value).
AAPL had some significant retracements in its up-trend, which triggered some trades (of course), and the ranging period from Jan 24 to Feb 13 heavily damaged the strategy performance, generating 6 significant loosing trades. AAPL show the worst results so far, mostly due by ranging phases.
Conclusions
The Uhl MA crossover system strategy has been tested and based on the results don't show particularly interesting performances, and might even be outperformed by simpler MA systems that prove to be more robust against ranging markets. The total number of executed trades are on average 94, and the profitability is on average 31%. The strategy might prove more interesting if we can correct the behavior of the CMA, who sometimes converged toward ranging/flat markets.
ALMA Crossover [FXPDM]
I created this new version of EMA crossing by replacing it with ALMA, Please take into consideration that the cross signal may occur during the candle. I advise waiting until the candle is close.
I used EMA crossing signals to adapt this code and turn it into an ( Arnaud Legoux Moving Average) ALMA Cross.
I expect it to bring a better signal that an EMA cross, let me know your comments and use under your own risk. this is just an experimental idea.
Long: Get into a long trade when the short moving average crosses up the long moving average.
Short: Get into a short trade when the short moving average crosses down the long moving average.
I recommend using it alongside a volume indicator to avoid sideways trends.
Exit at your own convenience or when the trend direction changes. I recommend using it in 4H and 1D charts.
Price CrossoverThe price crossing above or below the moving average signals a potential change in trend.
When the price crosses above the moving average, it is bullish, the color of the zone between the price and the MA is green, a green up arrow emphasizes the crossover.
And when it crosses below the moving average, it is bearish, the color of the zone between the price and the MA is red, a red down arrow emphasizes the crossover.
Trend changes are then easier to spot.
Double TRIX CrossoverTRIX is a great indicator to use on zero cross setups.... know what's even better? TRIX CROSS setups!!!
Faster in-and-out on trends, safer entry and exit signals in chop or consolidation. Base setup is 6 & 8 TRIX for longer time frames such as 4hr or 8hr; ideal or FX, Crypto, or volatile instruments. I haven't experimented with using this on lower time charts and adjusting the trix settings; if you do, drop a comment.
Uhl MA Crossover SystemToday proposed indicator is based on the corrected moving average, an indicator originally proposed by Andreas Uhl professor at Salzburg University. This moving average is not the most well known, which is a pity since its design is extremely elegant.
The corrected moving average (CMA) is an adaptive moving average based on exponential averaging and aim to correct common problems of classical moving averages such as crosses occurring during sideway markets, more details will be introduced in the calculation section. The CMA aim to act as a slow moving average in a moving average crossover system.
Here a new fast adaptive moving average named corrected trend step (CTS) based on the CMA is introduced in order to provide a full moving average crossover system based on A. Uhl design.
To Andreas Uhl
Calculation And Understanding The CTS
Even if the code is quite compact, the original idea behind the CMA can be blurry for some users, however it is actually relatively simple to understand. The CMA is based on exponential averaging and a smoothing variable is therefore required, in the CMA the calculation of the smoothing variable is based on the squared distance between the precedent CMA output and a simple moving average, and the rolling variance, where the rolling variance act as threshold.
The CTS work the same way but instead of using the squared error between a simple moving average and the previous CMA output, we use the squared error between the closing price and the previous CTS output, this allow the CTS to better fit with the closing price. As said before the rolling variance act as threshold, if the squared error is lower than the rolling variance this mean that the CTS is close to the price, which can indicate a sideway market, therefore we should filter the entirety of the current price, therefore on sideways market the CTS is equal to the precedent value of the CTS.
In trending/volatile markets we expect the price to go away from the CTS, thus having an high squared error, if the squared error is greater than the rolling variance, the smoothing variable is equal to 1 - variance/squared error , here variance/squared error < 1 since the squared error is greater than the rolling variance ( remember that the smoothing variable need to be in a (0,1) range ), however if the squared error is way higher than variance this ratio will be small, which would return a non reactive output, but thats not what we want ! This is why we subtract 1 by this ratio in order to make the CTS more reactive instead of less reactive.
In case the squared error is greater than the rolling variance during sideway markets we would not expect a huge difference anyway, that is squared error ≈ variance and therefore:
1 - variance/squared error ≈ 1 - 1/1 ≈ 1 - 1 ≈ 0
This is a beautiful way to make an adaptive moving average, the CMA is not a flashy indicator, but when we look at the details behind the design we can only get amazed, or maybe that its just me, truly a great adaptive moving average.
The System
length control the filtering amount of both moving averages, with higher values of length returning larger filtering amount. Mult multiply the rolling variance by an user selected value, this also allow a greater amount of filtering.
The CTS act as a fast moving average while the CMA act as a slow moving average.
Here the indicator with length = 200, we can see how a sideway market who could have generated a large amount of signals don't affect our system.
Unlike classical crossovers systems where the slow moving average will rarely produce a cross with the fast moving average and price at the same time, the Uhl system can actually do that:
Conclusion
A moving average crossover system based on the corrected moving average proposed by Andreas Uhl has been presented, a new moving average that aim to produce good fits with the price has been created especially for this system. The logic behind the CMA has also been explained. A possible strategy analysis could be presented in the future.
In conclusion i would say the CMA is a bit underrated, in a field where arrows, signals, alerts are the only things appreciated by peoples, original content is slowly dying, this actually make today technical indicators have a pretty bad academic reputations. I'am afraid that today haiku master is Uhl rather than me, i hope to see more indicators from him in the future.
Thanks for reading !
Original paper: www.buero-uhl.de
Plutus eXploration Index - PXIGreetings Fellow Traders!
We have developed this simple and easy to use indicator so that all users can benefit from it by:
• Reducing the amount of time spent trading.
• Minimizing the risk of loss.
• Accurate timing on entries and exits.
• Signals are accurate in volatile market conditions.
What is the PXI?
The Plutus eXploration Index falls under the centred momentum oscillator category which means that it fluctuates above and below a central point or line. Apex levels exist, where the indicator will reach a peak, and start moving in the opposite direction. Two lines move in unison and crossovers will signal a buy and a sell.
Setting up the indicator:
Once you have received your invite, the indicator will appear under your "my invite only" scripts in trading view detailed charts screen. Select PXI and add it to your chart. For free accounts on TradingView, the indicator limit is set to x3, so please de-activate something if you hit this limit.
You can access the PXI setting in the string of icons that follow after the indicators name in the top left corner of the indicator chart. In order:
Name | Visibility | Settings | Show source code | Delete | More
Under the settings, there are two tabs. One for the style, which you may freely change to suit your preferences. And then the first tab, for Inputs. The default settings for Long Minima, Short Maxima and Integrated EMA should not be changed.
The critical change to make in the input settings is the time frame !
The time frame on the price chart and the time frame on the indicator have to match! The range of allowable time frames is as follows:
15min | 30min | 1h | 4h | 12h | 1d | 2d | 1week
How to use the PXI:
The apex levels on the oscillator differ for each asset and vary depending on the selected time frame. The signals provided near apex points shall hold more weight. We recommend that traders assess these levels properly before considering a position.
Sell signal: Sell signals occur when the quick line (default blue) crosses over the slow line (default orange) from above.
A red arrow down will mark this point in time out on the chart.
Buy signal: Buy signals occur when the quick line (default blue) crosses the slow line (default orange) from bellow.
A green arrow down will mark this point in time out on the chart.
Maximizing Risk/Reward and profitability:
The indicator strives to keep positions open long enough to reap real rewards in the market. Maximum profit levels naturally occur around the apex points on the indicator chart, and the onus is on the trader to attempt an early exit once these levels are achieved.
Addition points to consider:
Most profitable trading signals occur on the daily time frames while considering the duration of trades and timing of the signals. For the lowest risk levels, weekly time frames are most suitable. From the weekly time frame down, the risk increases incrementally until you reach the 15min time frame. Signals at the lower levels occur more often and they are effective but, they should, however, be monitored closely. Also, the lower the time frame, the higher the chances of false-positive signals.
will not be liable for damages of any kind resulting from your use of or inability to use the indicator or content.
Sequentially Filtered Moving AverageThe previously proposed sequential filter aimed to filter variations lower than a certain period, this allowed to remove noisy variations and retain only the closing price values that occurred after a consecutive up/down, however because of the noisy nature of the closing price large filtering was impossible, in order to tackle to this problem the same indicator using a simple moving average as input is proposed, this allow for smoother results.
We will see that the proposed indicator can provide an alternative moving average that could be used as slow moving average in crossover systems.
The Indicator
The length parameter as the same function as the one described in the sequential filter post, however here length also control the period of the moving average used input, in short larger values of length will return a smoother but less reactive output.
In blue the moving average with length = 200, and in red the moving average with length = 50.
It is interesting to see how the moving average remain flat during ranging/flat market periods
Unfortunately like the sequential filter the sequentially filtered moving average (SFMA) is not affected by large short term variations such as gaps or short term volatile events. This is because of the nature of the sequential filter to ignore movements amplitude and only focus on the variation period.
Moving Average Crossover System
The SFMA is equal to a simple moving average of period length when a consecutive up/down sequence of size length has occurred, else the SFMA is equal to its precedent value, therefore we could expect less crosses between a fast moving average and the SFMA as slow moving average.
We can see on the figure above that the fast moving average of period 50 (in green) cross more with the slow moving average of period 200 (in red) than with the SFMA of period 200 (in blue).
Crosses can occur at the same time as with the classical slow moving average (in red) or a bit later.
Conclusion
A new moving average based on the recently proposed sequential filter has been proposed, it can be seen that under a moving average crossover system the proposed moving average seems to be more effective at producing less crosses without necessarily doing it with an excessive lag, in fact the moving average has either lag (length-1)/2 or lag length .
In the future it could be interesting to provide an hybrid alternative that take into account volatility as well as variations period.
Thanks for reading !
