Variable Averages

[maxmax68]

Yesterday, I read an old newspaper article that gave me the following idea.
Suppose we want to build a simple trend following system from the crossing of two averages.
We have:
FastAve=average(FastLength) and
SlowAve=average(SlowLength).
Well, suppose we don't want fixed length, but variable length to better fit to the curve of prices, like:
FastAve=average(Alfa*FastLength) and
SlowAve=average(Alfa*SlowLength).
Alfa is the point.
We need ideas to calculate Alfa factor.
Just for example we could use volatility as Atr:
Alfa=1+((TodayAtr(x)-YesterdayAtr(x))/TodayAtr(x));
If you have any idea, please share it here on the forum.
Massimo