[clbradley]

This is the JMA(Jurik)/DWMA Crossover Strategy Code for tradestation, as written in the April Technical Analysis of Stocks and Commodities magazine:

Input:
series(close),
JMA_len(7), { range: any value > 0 }
JMA_phase(50), { range -100 ... +100 }
DWMA_len(10); { range: any integer > 1 }

vars:
float JMA(0),
float midDWMA(series),
float DWMA(0);

JMA = JRC.JMA.2k ( series, JMA_len, JMA_phase);
midDWMA = waverage ( series, DWMA_len) ;
DWMA = waverage ( midDWMA, DWMA_len) ;

if time > 935 AND time < 1545
then begin
if JMA crosses over DWMA then buy next bar at market;
if JMA crosses under DWMA then sell short next bar at market;
end
else begin
if marketposition = 1 then sell this bar at close;
if marketposition = -1 then buytocover this bar at close;
end;

Juat wondering if anyone is familiar with Jurik moving averages, can you help so it can be coded for a JMA/JMA, and a JMA/EMA Crossover strategy code for tradestation? Think you may not need the series code, but instead use fast length and slow length, or MA1 and MA2, or value1 and value2. Also think that each JMA needs to have it's own separate JMA_len(#) and JMA_phase(#). Thanks for any help.

Curtis

[COTtrader]

Curtis,

I ran your strategy on a 5 min chart and then compared it to the actual Jurik JMA/DWMA indicator that I have (paid for). The strategy looks to be very accurate and lines up with my indicator. However, you will soon discover that Jurik indies are not "black box" and therefore original inputs they come with must be tweaked.

The settings in the strategy from TASC are in fact the original inputs that came with my Jurik JMA/DWMA indicator. But again, you will see that these settings may be more disinformational than informational. For example, if I were trying to protect an indicator's code, I might also use false inputs to throw off code gleaners.

Anyway, you may find it useful on longer term timeframes.

Keep up the good work.

COTtrader
Ken

[clbradley]

Thank Ken. I do use it on longer timeframes, and run the variable optimizer at TS on different timeframes for various stocks and ETFs, which shows the top 200 combination results. However, I wasn't having any trouble verifying the JMA/DWMA Crossover Strategy code, but am looking for a JMA/JMA Crossover Strategy code that verifies.

Mark Jurik says this is the code for JMA/JMA crossovers:

Input:
series(close),
JMA_len1(7),
JMA_phase1(50),
JMA_len2(14),
JMA_phase2(-50),

vars:
float JMA1(0),
float JMA2(0);


JMA1 = JRC.JMA.2k ( series, JMA_len1, JMA_phase1);
JMA2 = JRC.JMA.2k ( series, JMA_len2, JMA_phase2);

But when I try to verify it in a strategy code similar to the JMA/DWMA, it asks for a ( after vars where the : is, and also says that JMA1 and JMA2 are not words recognized by Easy Language, so it won't verify, Does anyone know the proper code for TS 8 with a JMA/JMA crossover strategy?

Thanks for any help with this.

Curtis

[HAL9000]

I don't use EL, but if I see it right, there is a little syntax error in your code:

JMA_phase2(-50),

vars:

Just try this instead:

JMA_phase2(-50);

vars:


I guess, this might do it.

[clbradley]

Thanks. That worked.