Have you seen a moving average like this?

 

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.

  • The black is a price series
  •  Red is a simple moving average
  •  Blue is the moving average I would like to find

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? 

 
Search for the AllAverages v2.5 indicator. The indicator has a huge number of moving averages that you can try.
 

Any NonLagMA with a filter

But it do not avoid false signal