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I know that there are many many moving averages in existence but, is there one that moves tight with the price when the price is very flat then far away when the market trends? I see that a simple moving average will almost do this but it will not catch up to the next flat part after a rally. i have drawn a picture to try to show what I am blithering on about.
All/most moving averages lag, I am really looking for a moving average with the particular lagging behavior shown above.
Does anyone know one like this?