Generalized Adaptive Moving Average Using Only the Selected Data Series

Summary

This indicator is presented as a generalized adaptive moving average related to Kaufman’s adaptive moving average. The described adaptation accounts for where the close falls within the high-low range. The generalized implementation changes the calculation so that it uses only the chosen input series, avoiding hidden dependence on fixed high and low price values.

That change is intended to make the calculation applicable to data series beyond market prices, where the original approach could produce misleading results. The indicator can be used like a regular moving average and is described as a faster substitute for Kaufman’s version. The document provides no equations, parameter settings, comparative tests, or evidence about performance across assets or data types. It is therefore a brief conceptual and usage note; suitability and the claimed speed difference are not substantiated with results in the text.

Key ideas

• The indicator adapts the moving average calculation based on the close’s location within the high-low range.
• The generalized version uses only the selected input series throughout its calculation.
• This design is intended to avoid misleading dependencies when applied to non-price data.
• The document describes it as usable like a regular moving average and as a faster alternative to Kaufman’s version.
• No formulas, parameter guidance, or comparative performance evidence are provided.

Tags

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