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Eight

Registered: Mar 2009
Posts: 3365

02-29-12 09:43 PM

Quote from monti1a:

I never understood the incessant need by novice traders to use a zero-lag moving average.....zero-lag to what???? price???

Just use price....duh

I made up a zero lag price indicator. I call it On Balance Price. It's the close of the last bar + (close -open) of the current bar.

In Easy Language the formula is Close[1] + (Close[0] - Open[0])

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protrader7

Registered: Sep 2012
Posts: 2

09-26-12 02:55 AM

I am thinking of purchasing either the Jurik indicators or the precision trading indicators, Jurik has been around for a long time with a great reputation, I only heard about PLA and precision trading from reading this thread

I checked out their website and I must admit that he has done an excellent comparison between PLA and Jurik JMA.

Before I discovered PLA I was sold on Jurik, now I am thinking which is better

I would appreciate hearing from anyone that has actually used either or both of these indicators, any comments or criticism would be appreciated

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OxfordStrat

Registered: Sep 2012
Posts: 10

10-06-12 11:55 PM

The backtest of Kaufman MA on a large portfolio (fixed fractional position sizing) is here: http://www.oxfordstrat.com/trading-...ving-average-1/ Results are average.

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protrader7

Registered: Sep 2012
Posts: 2

10-07-12 08:20 PM

I was actually inquiring about any comparison between Jurik and PLA from current users

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Lucrum

Registered: Dec 2003
Posts: 31467

10-08-12 12:45 AM

Quote from Eight:

I made up a zero lag price indicator. I call it On Balance Price. It's the close of the last bar + (close -open) of the current bar.

In Easy Language the formula is Close[1] + (Close[0] - Open[0])

Just out of polite respectful curiosity, what does that "indicate" exactly?

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panzerman

Registered: Aug 2006
Posts: 268

10-08-12 03:05 AM

Folks, you can make ANY moving average have zero lag by just a few simple steps:

Step 1: calculate MA of price
Step 2: calculate the MA of the first MA using the same parameters
Step 3: 2*MA1-MA2 = zero lag MA

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