A Composite Indicator Averaging 18 Types of Moving Averages

Summary

This document describes an indicator that averages the outputs of 18 moving-average methods into one value. It uses two inputs: the calculation period shared by the averages and the price series applied to them. The listed methods include simple, exponential, smoothed, weighted, Hull, zero-lag, median, volume-weighted, and several approaches associated with named researchers. The calculation is the arithmetic mean of the 18 individual outputs.

The document explains how the indicator is constructed, but gives no trading rules, chart examples, performance evidence, or comparison with using the component averages separately. Averaging different smoothing methods may combine signals with different lag and responsiveness, so the resulting value should not be assumed to remove those tradeoffs or predict price direction. It is an indicator description rather than a tested strategy; users would need to define their own signal rules and evaluate them on relevant data.

Key ideas

• The indicator takes the arithmetic mean of 18 distinct moving-average calculations.
• A shared period parameter is used for each component average.
• The applied-price input determines which price series feeds the calculations.
• The document provides no entry rules or evidence of trading performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.