Tag Archives: ER

Efficiency Ratio Adaptive Moving Average (ER-AMA) – Test Results

The Adaptive Moving Average (AMA) modifies the amount of smoothing it applies to data in an attempt to adjust to the changing needs of a dynamic market. It makes these adjustments based on the readings from a Volatility Index (VI). Any measure of volatility or trend strength can be used, however in this article we ...…

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Efficiency Ratio Variable Moving Average (ER-VMA) – Test Results

The Variable Moving Average (VMA) dynamically adjusts its own smoothing period to the changing market conditions based on a Volatility Index (VI). While any VI can be used, in this article we will look at how the VMA performs using an Efficiency Ratio (ER). This is identical to the modified CMO that Tushar S. Chande ...…

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