Deviation-Scaled Moving Average Adapted for Arbitrary Input Series

Summary

This brief note describes an extended version of a deviation-scaled moving average. It says the earlier formulation uses a filter based on the difference between the current close and the close two bars earlier. The extension changes that filter so the averaging method can be applied to any input series, rather than being tied to closing prices or price smoothing.

The note presents the result as usable like other moving averages, but gives no formula, parameter guidance, chart, code, or performance evidence. It therefore identifies the indicator’s intended generalization without enough detail to reproduce it or evaluate its behavior. Readers would need the referenced original explanation or a full specification before implementing the method or drawing conclusions about its trading value.

Key ideas

• The extended indicator adapts a deviation-scaled moving average for inputs beyond closing prices.
• The earlier method uses the difference between the current close and the close two bars earlier as a filter.
• The note says the adapted average can be used like other moving averages.
• No formula, parameter settings, or performance results are provided.

Tags

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