Jurik Adaptive Moving Averages and Adaptive Moving averages in general

Discussion in 'Technical Analysis' started by Robertwiz, Feb 27, 2012.

  1. JMA, Kaufman, Hull, Tillson, Ehlers, ama, and any other as close to but not quite zero-lag attempts.

    VERY decent for momentum exits, but not for entries / signal generation.
    Use with another strategy (trend-finding) and it keeps you out of trades you might otherwise have taken (improved selection).
     
    #41     Sep 2, 2013
  2. panzerman

    panzerman

    I don't think they are intended to be zero-lag, just low lag.

    BTW it is trivial to make ANY MA a zero lag MA. Follow these steps:

    1) Calculate the MA of price (any MA will do.)
    2) Calculate the MA of the first MA using the same parameters.
    3) Zero-lag MA = 2*MA1-MA2

    Thank you very much, and now my fee please.
     
    #42     Sep 2, 2013