I know it is s big question but has anyone coded or know how, or know where to look for an idea that would allow me to find a best fit moving average to a price series.

i.e - A stock is trending up and has pull backs every now and then. I would like to best fit the MA so the pull backs come to rest on it.

Some stocks may use a 60 day MA and others may use a 100 day MA depending on the slope of the trend. It is easy to do manually when looking at the chart but coding and allowing a computer to choose the period is a little more complex.

Any ideas?

Thanks.

This is a big question (and has a lot to do with the consequences of curve-fitting), but adaptive moving averages could help. Off the top of my head, you can experiment with taking some measure like Kaufman's Efficiency Ratio or my Adaptive Lookback as the volatility proxy and vary your moving average period accordingly. Or better take a "canned" adaptive moving average like KAMA or Laguerre filter - they're really at adapting to market behavior.

But firstly, please feel free to take a 30-day unrestricted trial of Wealth-Lab Developer 5.6.

Thanks for the info I will look into tit.

I did download a demo but under a different user name. I tried to log back in and it would not let me with the old user name(yes the password and user name was correct as I requested it be sent to me). It then says to log a support ticket but to log a support ticket you need to log in whihc makes it hard to log a support ticket about logging in when you can't log in.

Click on the bluish "i" button on any page of the site to show our contact e-mail. Drop us a note with your old user name and we'll fix the problem.

Has Anyone heard of detrended moving average ?

http://www.lut.ac.uk/departments/ph/events/SNN/Carbone_Loughborough_talk.pdf

Broken link. Here's more (not for the faint of heart):

https://www.researchgate.net/profile/Anna_Carbone/publication/224129773_Detrending_Moving_Average_algorithm_a_brief_review/links/00b49520d545d641ee000000/Detrending-Moving-Average-algorithm-a-brief-review.pdf

https://arxiv.org/pdf/1005.0877.pdf

Couldn't find implementations for other platforms to 'borrow' code from ;)

QUOTE:
Click on the bluish "i" button on any page of the site to show our contact e-mail

Eugene, where? I don't see it. Edit: Never mind, I found it as "Contact" at the bottom of the page.

Len, that "i" had been prior to the website redesign which took place in 2012/13. It was removed since then.