Does anyone change their moving average period based on volatility?

Jurik Moving Average, but despite the hype I wasn't impressed when I looked into it, the guy is essentially a vendor selling a blackbox without revealing the code:

http://www.jurikres.com/catalog1/ms_ama.htm

The code is supposed to be something along these lines, which is not well explained:

https://c.mql5.com/forextsd/forum/164/jurik_1.pdf

 

https://www.tradingview.com/script/nZuBWW9j-Jurik-Moving-Average/ has what claims to be Jurik Moving Average code.

Code:

//@version=3
// Copyright (c) 2007-present Jurik Research and Consulting. All rights reserved.
// Copyright (c) 2018-present, Alex Orekhov (everget)
// Jurik Moving Average script may be freely distributed under the MIT license.
study("Jurik Moving Average", shorttitle="JMA", overlay=true)

length = input(title="Length", type=integer, defval=7)
phase = input(title="Phase", type=integer, defval=50)
power = input(title="Power", type=integer, defval=2)
src = input(title="Source", type=source, defval=close)
highlightMovements = input(title="Highlight Movements ?", type=bool, defval=true)

phaseRatio = phase < -100 ? 0.5 : phase > 100 ? 2.5 : phase / 100 + 1.5

beta = 0.45 * (length - 1) / (0.45 * (length - 1) + 2)
alpha = pow(beta, power)

jma = 0.0

e0 = 0.0
e0 := (1 - alpha) * src + alpha * nz(e0[1])

e1 = 0.0
e1 := (src - e0) * (1 - beta) + beta * nz(e1[1])

e2 = 0.0
e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * pow(1 - alpha, 2) + pow(alpha, 2) * nz(e2[1])

jma := e2 + nz(jma[1])

jmaColor = highlightMovements ? (jma > jma[1] ? green : red) : #6d1e7f
plot(jma, title="JMA", linewidth=2, color=jmaColor, transp=0)

 

Do it work?
https://c.mql5.com/forextsd/forum/164/jurik_1.pdf
Good news for all of you - JMA's algorihm revealed!Some time ago I've read the article "The secret of Mark Jurik's indicators revealed? ... don't have obscure places in the algorithm of Jurik Moving Average(JMA).

 

You have to change MA as the market condition changes.

Best is to delete all indicators as it is useless.

Then you don't have to worry about what MA parameters to use.

 

I did some research on this a few years ago, let me see if I can dig it out.

GAT

 

%%
I haven' tested that one under all market conditions.
having several + moving averages, 50,55,200 .............can work real well, but i dont know of any easy way to trade/invest.
All my moving averages adjust to market changing conditions; but i have printed so many charts, cant say a 50 dma is more helpful than my printed charts.
SDS is till going up on my moving averages;
but i use my printed charts more than any ma.

 

If I look at a moving average, it is a 50 wma. I typically do not use any indicators. I do change time frames or more accurately tick counts, based on how volatile the price movement is. For low to regular vol, 500 tick, extreme vol could be 5000 or 10k tick.

 

what tool do you use for live tick count?

 

Sierra has a tick countdown. I think most trading apps have time and tick counters.

 

%%
Exactly;
as an average.
50 + 55+ 200 day/period...... moving averages can make a good underline or overline on price....................................................................................................
Most of the millions + billions made in the stock/ETF markets are made by people who buy every month for 40 years+ marketmakers/specialists.
EVEN a ''faster '' ma like ema maybe faster in an uptrend \but slower in a downtrend,[EDIT i would not change a 50 + 200 .......period ma, based on anything/they change/adjust according to any conditions]
Good questions.