I had this idea to make a custom Moving Average that adapts to the market. I chose to use the Average True Range. As the market makes bigger/smaller moves, this custom Moving Average applies the ATR as the length of the EMA. This gives more distance to the Moving Average as the volatility picks up or reduces.
Just set the length you want the ATR to look back (default is 100) and the multiplier (default is 2) to work with the instrument being traded.
@Tguruji, It's just an idea. And what happened in the market prior may not be what's happening in the market now. So, my personal belief and experience with coding bots, is that you can backtest forever with great results and tomorrow is terrible because the market is different. Plus there are so many instruments and times and timeframes that I don't waste my time going through them all anymore. I just share ideas for others to check out and use or not use.