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Any one ever tried using the Jurik moving averages as a cross ovser system sat 8 and 21 ?

 

RM-

 

What do you trade and in what time frame(s)? I'd be glad to post charts with an 8/21 cross. But that is a thin spread.

 

Also, just as a general observation, non Jurik users and Hull users would

benefit from a look at the IE/2 ma. It is not quite JMA, but it is worth evaluation.

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I trade from 60 min to daily charts stocks and ETFS. What is the IE/2 ma I havent heard of that one?

 

IE/2 code and eplanation: http://trader.online.pl/ELZ/t-i-IE_2.html

Not worth much in periods greater than 13 vs. JMA

 

A specific note of exactly what you trade would help, but attached is SPY :60 with an 8/21 JMA crossover strategy applied. The results are not great (or good). Same for :15. The periods are not optimized, just the phases, so there still may be hope.

 

The same strategy on BAC :60 has very good results, with solid profit every month.

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Can anyone recommend the best settings for Jurik JMA, RSX, CFB and VEL

 

the best settings for Jurik are 3, 6, 18

the best settings for JMA are 21, 2

the best settings for RSX are 49, 90, 10

the best settings for CFB are 2401, +50, -50

and the best settings for VEL are 100, 200

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JMA (Jurik Moving Average, Jurik Research) is an advanced noise elimination filter. The feature allows seeing the "true" underlying activity. Being incredibly smooth and extremely responsive to market gaps, it has very low lag .The smooth argument is a number that controls the smoothness of JMA's curve. The phase argument controls lag/overshoot aspect of JMA's curve. Jurik Moving Average is designed to be applied in trading systems of your own design.

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