One of the things that I've been doing recently is going back over my old trading, because I've been thinking of getting back to trading forex again. I got out of it for a while because staying up nights wasn't good for my day job.
Some of the things I used to look at were direction, speed and acceleration of the market. I tried plotting these in a spreadsheet and set up some indicators. The first one is change in the market, and the second one is speed.
http://forecastingmethods.blogspot.c...-at-speed.html
I'm looking at trying some smoothing with these indicators. What type of smoothing do any of you use on your indicators? I used some moving average smoothing a while back, but am looking for some better smoothing on the indicators.