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I have read information on Jurik's WWW and compare to
some articles about weighed moving averages. I dont
know what trick use Jurik to obtains his JMA, but I
know the others to get more accurately MA. In
attachment you can see a comparison of few differents
moving averages: MA, EMA, Doubled EMA and two weighed
MA, and in 'moving_averages.afl' you have the source
code. If you constate that there are quite good you
can save over 200$ (the price of Jurik's MA) ;-)
But I have one question: why use more accurate MA -
JMA or weighed MA? What are the advantages? It's true
that systems with modified MA give more profits than
with EMA, but percentage of winnings trade is pretty
the same; additionaly the number of trades is
abnormaly higher. In my opinion "faster" MA don't give
really goods. Or maybe I'm wrong...
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Attachment:
Attachment:
Description: "Description: moving_averages.afl"
Attachment:
Description: "moving_averages.afl"
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