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I wonder how that formula compares to the other MA's?
Anyone tested it in comparison to HULL, T3, JMA etc?
Is it a good JMA clone?
Would appreciate any results of such a comparison!
/Carlacash
--- In amibroker@xxxxxxxxxxxxxxx, "brpnw1" <tradermail@xxx> wrote:
>
> Someone posted this about 3 or 4 years ago, here. I believe the
> original post may have been deleted. I have never used the real
JMA,
> so I have nothing to compare it to, but it does work and is a bit
> tighter than Tillson's T3. So here it is again --
>
> function JMA( array, per )
> {
> TN1=MA(array,per);
> s1=0;
> for( i = 0; i < per; i=i+1 )
> {
> s1=s1+((per-(2*i)-1)/2)*Ref(array,-i);
> }
> return TN1+(((per/2)+1)*S1)/((per+1)*per);
> }
> k=Param("Period",15,1,100,1);
> J=JMA(C,k);
>
> ~B
>
> --- In amibroker@xxxxxxxxxxxxxxx, "carlacash26" <carlacash26@>
> wrote:
> >
> > Hi, I'm lookng for a JMA clone for Amibroker.
> >
> > I have gotten a clone but it is written in .NET so I don't know
> how to
> > implement it in AFL.
> >
>
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