The geometric moving average is a type of moving average that calculates the geometric mean of the previous n-periods of the price time series. Unlike the simple moving average that uses the arithmetic mean to continuously calculate the moving average as new price data comes in, the geometric moving average uses the geometric mean formula to get the moving average...
What is the Ghost Moving Average?
GMA is an unique and dynamic moving average that reduces the lag of typical moving averages. It is useful for finding turning points in a trend for trade entries and exits. Additionally, it can serve as a filter for determining an asset's next move.
Trading Rules
1. Long above the GMA (or ladder around it) when the buy signal...
This is an experimental study in which a geometric moving average is taken of price, then the range is multiplied by average annualized volatility based on the current trading timeframe and specified lookback, and by Fibonacci numbers 1 through 21.