Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

Recommended Posts

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




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.

Share this post

Link to post
Share on other sites
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.

Share this post

Link to post
Share on other sites
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

Share this post

Link to post
Share on other sites

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.

Share this post

Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

  • Create New...

Important Information

By using this site, you agree to our Terms of Use.