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hi herman, thanks for the feedback.
my understanding is that the lack of lag in the jurik stuff makes drop-in
replacement not necessarily a good idea. depending on how your system works,
you might need to optimize, maybe even redesign, to make good use of them.
for example, they say that lag is an important part of the MACD mechanism,
so replacing all the EMAs in it with JMA is a bad idea; replacing only the
fast one is better (not sure about the signal one). would you think this
concern might apply to the tests you did?
I'm confused about t3 though. I looked at the AFL version by Dale Butkowski,
and as a trading system, as written, it didn't appear to perform well at
all. tons of trades, minimal accuracy, almost no significant gains since
'92. is there more than one AFL version? is this the same indicator your DLL
does?
while I've got you, tell me about hbEquity. are there any docs for it? what
does it provide that AB's native Equity() function doesn't?
thanks,
dave
> The problem with Jurik is that the product is so "well-guarded" that you
> can't evaluate it. If you have a specific application you might
> try to find
> somebody who can run your code on their machine w/jurik stuff, to see if
> your code performs better using Jurik functions. I managed to do that and
> found that in my particular system/application (it may be different in
> others) it didn't even come close to the simple hbt3a(). BTW, the
> hbt3a() is
> a DLL for the T3 published in TASC, nothing secret or magical
> about it - it
> is also in the AB library in pure afl.
>
> best regards,
> herman
>
> has anyone tried Jurik's enhanced indicator functions? if so, what did you
> think?
>
> they're pricey for sure, relative to AB especially, but do look
> interesting.
> if they really solve some of the the things they say they do, that'd be
> great, but that goes for a lot of stuff (:-). I've looked in the list
> archive, and didn't find anyone singing their praises, but just
> thought I'd
> ask. (in fact, that's how I found out about Herman's HBT3A, was archive
> posts about the Jurik stuff.)
>
> link is here, if you're interested:
> http://www.jurikres.com/catalog/catalog.htm#technical
>
> thanks,
>
> Dave Merrill
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