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Old 09-23-2008, 09:06 PM   #17

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Re: Adaptive Moving Average (AMA)

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Originally Posted by zdo »
Yes Jurik MA is great! Has it ever been beaten?
...btw for a 'low cost' alternative that tracks as smoothly and only occasionally lags JMA turns by one bar - see https://www.tradestation.com/Discuss...txtExactMatch=

zdo
Can you copy and paste the relevant information for those of us that aren't Tradestation users? Thanks!

btw UrmaBlume you were right, I checked Jurik's website and it's $205. I don't know where I got the "thousands" from. Maybe that's their old price or their institutional price.
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Old 09-24-2008, 04:39 AM   #18

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Re: Adaptive Moving Average (AMA)

Could someone post a chart with the JMA along side say an EMA as I am curious as to how they compare. Also why is the JMA so good ?


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Old 09-24-2008, 12:07 PM   #19
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Re: Adaptive Moving Average (AMA)

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Originally Posted by Trader333 »
Could someone post a chart with the JMA along side say an EMA as I am curious as to how they compare. Also why is the JMA so good ?
Trader333

JMA‘s ( and adaptive MA’s in general) main advantage is improved smoothness without introducing significantly more lag… mostly a benefit to automated systems to produce fewer 'false' setups or triggers…

JMA's weaknesses include a tendency to overshoot...

For years the only use I have of JMA is that it quickly gets flat in congestion and stays more stable and flat (relative to other measures) and thus is a better indicator to build congestion bands around... yada yada

A comparison is attached of 1 min YM with (c,4) settings. Red is EMA, White is JMA… up arrows show some of the extra jiggles in ema….hth.

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Old 09-24-2008, 12:40 PM   #20

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Re: Adaptive Moving Average (AMA)

zdo,

Thanks for your reply, I have used AMA and specifically MAMA which I have found of use although I don't use it now to trade specifically. I was using it as part of cycle analysis on certain stocks at key times aligned with INDU.


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Old 09-24-2008, 03:56 PM   #21

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Overshoot correction & MACD in JMA

The phase setting will help with over shoot.

Also the JMA package comes with a MACD function which has inputs for both speed and phase for 2 JMAs. I use this MACD line along with a JMA of that same line which is, of course, the difference between the 2 unseen lines of the MACD.
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Old 09-25-2008, 01:56 PM   #22
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Re: Adaptive Moving Average (AMA)

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Originally Posted by metalhead »
Can you copy and paste the relevant information for those of us that aren't Tradestation users? Thanks!
.
Metal and all, see http://www.traderslaboratory.com/for...html#post48873

hth
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Old 09-25-2008, 09:14 PM   #23

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Re: Adaptive Moving Average (AMA)

^ Thanks for the link! That MA looks great.

I wonder how it compares with Zero Lag EMA. I don't have TS so I don't have access to that Quick MA. I use SierraChart and we has Zero Lag ema and it's awesome. I can post some screenshots if you're not familiar with it.
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Old 09-26-2008, 11:30 AM   #24
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Re: Adaptive Moving Average (AMA)

Quote:
Originally Posted by metalhead »
^ Thanks for the link! That MA looks great.

I wonder how it compares with Zero Lag EMA. I don't have TS so I don't have access to that Quick MA. I use SierraChart and we has Zero Lag ema and it's awesome. I can post some screenshots if you're not familiar with it.
MetalHead,

I'm not familiar with zeroLag MA. If you have the Sierra code, please post it and we'll see what's going on with it. Thanks.

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