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Bill,
You can not just use the same period for the various functions. You
need to adjust the period so that the lag is the same, then compare
the filter smoothness of the results (on real stock data). MA(TEMA)
introduces both lead and lag into the filter. You need to set the
period to about half of what you would for a simple MA.
BR,
Dennis
On Apr 25, 2008, at 12:06 PM, bilbo0211 wrote:
> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>> However, for a
>> simple fixed period MA that performs better than any other simple
>> filter I use MA(TEMA(Avg,Period),Period). Adjust the period to the
>> same lag as other filters and see how smooth it is by comparison. It
>> performs better for me than some filters that I have paid money for.
>> Check it out.
>>
>
> Both the Hull MA and Linear Regression curve both have much less lag
> than MA(TEMA) and look pretty smooth to me.
>
> If you have not seen this:
>
> http://tuckerreport.com/indicators/
>
> Tucker has interesting info on LRC and std err bands.
>
> Bill
>
>
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