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Bill,
I don't generally trade off any straight MA. I use them in ways that
add more lead into them. This would increase the noise, so having a
smooth MA to start with gives me more useable gain in compensators.
But like I said, I prefer to use adaptive moving averages for my work
as the starting point. Removing lag is something I play with a lot.
I also use a lot of statistical based functions. There are uses for
all of them. But the greatest use is in learning what these functions
are indirectly telling you about the data --which has all the direct
information available with very little lag. Too deep a subject for a
simple post.... :-)
BR,
Dennis
On Apr 26, 2008, at 8:49 PM, bilbo0211 wrote:
>>> You need to set the period to about half of what you would for a
> simple MA.<<
>
> That implies the lag is about twice what a sma is.
>
>>> 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).<<
>
> I'm not sure how you are measuring smoothness, I suppose it means the
> slowness with which the curve reacts to changes in prices. A period of
> about 3 times the MA(TEMA) period has the hullma and lrc very close in
> shape and lag to the MA(TEMA).
>
> I have not found ma's to be very useful because they lag prices by too
> much, to some extent it depends on what you are using the ma for.
> Using them for a trailing stop is OK because you are taking advantage
> of the lagging property. The same goes for dynamic S/R; however, I
> prefer to use statistical measures.
>
> Bill
>
> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>>
>> 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@> 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
>>>
>>>
>>> ------------------------------------
>>>
>>> Please note that this group is for discussion between users only.
>>>
>>> To get support from AmiBroker please send an e-mail directly to
>>> SUPPORT {at} amibroker.com
>>>
>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>>>
>>> For other support material please check also:
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>>>
>>>
>>>
>>
>
>
>
> ------------------------------------
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
> Yahoo! Groups Links
>
>
>
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