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| | #17 | ||
![]() | Re: Adaptive Moving Average (AMA) Quote:
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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| | #18 | ||
![]() | Re: Adaptive Moving Average (AMA) Paul | ||
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| | #19 | ||
![]() Join Date: Nov 2007 Location: boonies Posts: 1,178 Thanks: 299
Thanked 299 Times in 213 Posts
Blog Entries: 104 | Re: Adaptive Moving Average (AMA) Quote:
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. zdo | ||
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| The Following User Says Thank You to zdo For This Useful Post: | ||
Trader333 (09-24-2008) | ||
| | #20 | ||
![]() | Re: Adaptive Moving Average (AMA) 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. Paul | ||
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| | #21 | ||
![]() ![]() | Overshoot correction & MACD in JMA 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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| | #22 | ||
![]() Join Date: Nov 2007 Location: boonies Posts: 1,178 Thanks: 299
Thanked 299 Times in 213 Posts
Blog Entries: 104 | Re: Adaptive Moving Average (AMA) Quote:
hth | ||
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| | #23 | ||
![]() | Re: Adaptive Moving Average (AMA) 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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| | #24 | ||
![]() Join Date: Nov 2007 Location: boonies Posts: 1,178 Thanks: 299
Thanked 299 Times in 213 Posts
Blog Entries: 104 | Re: Adaptive Moving Average (AMA) Quote:
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. zdo | ||
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| moving average, zero lag |
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