Simple Moving Averages are a subset of FIR Filters. Exponential Moving Averages are a subset of IIR filters. Traders are not necessarily limited to the selection of one or the other. This article describes how you can make hybrid filters and realized the
There is more to smoothing an RSI than just taking a moving average after the RSI is computed. The author, John Ehlers, takes a look at how filters can be applied to get better smoothing but also enhance the turning points of this proven indicator.