Re: [amibroker] Re: Jurik Research tools - opinions? Anybody using Jurik tools?, AmiBroker Email List Archive

On Nov 30, 2009, at 10:05 AM, Rick Osborn wrote:

The Gaussian is slow compared to some others.
Here is a comparison of four different moving averages - T3 (Tilsons MA),Hull, Jurik and Gaussian. (you need to have the gaussian plug-in to see the gaussian MA - but you can comment out the plot line to see the other MA's.)

The other 3 are faster than gaussian (really noticeable at higher MA periods)..
What I don't like about the Jurik MA is how it overshoots when trends change.
For my money, the Hull MA is quite fast and smooth.

You can also check TEMA which is faster still but not as smooth.
Here is the code
%--------------------------------------

Plot(C,"Test stuff",colorYellow,64);
roPeriod = Param("Period",5,1,20,1);

// Ti3 Indicator

function Ti3(price,period)
{
sa = 0;
if (period <= 3)
{ sa = .88;}
else if (period == 4)
{ sa = .81;}
else if (period == 5)
{ sa = .77;}
else if (period == 6)
{ sa = .75;}
else if (period == 7)
{ sa = .73;}
else if (period == 8)
{ sa = .72;}
else if (period >= 9)
{ sa = .71;}
else
{ sa = .70;}

pa=period;
fa=2/(pa+1);
e1a=EMA(Price,pa);
e2a=EMA(e1a,pa);
e3a=EMA(e2a,pa);
e4a=EMA(e3a,pa);
e5a=EMA(e4a,pa);
e6a=EMA(e5a,pa);
c1a=-sa*sa*sa;
c2a=3*sa*sa+3*sa*sa*sa;
c3a=-6*sa*sa-3*sa-3*sa*sa*sa;
c4a=1+3*sa+sa*sa*sa+3*sa*sa;
Ti3a=c1a*e6a+c2a*e5a+c3a*e4a+c4a*e3a;
return Ti3a;
}

function HullMaFunction( P, Periods, Delay ) // Hull Moving Average
    {
    X = 2 * WMA(P,int(Periods/2)) - WMA(P,Periods);
    HullMA = WMA(X,int(sqrt(Periods)));
    HullMA = Ref(HullMA,-Delay);
    return HullMa;
    }

function JMA( array, per ) // Jurik
{
    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 );
}

Plot(scGauss2ord(C,roPeriod),"Gausian",colorRed,1);
Plot(HullMaFunction(C,roPeriod,1),"Hull",colorGreen,1);
Plot(JMA(C,roPeriod),"Jurik",colorYellow,1);
Plot( Ti3( C, roPeriod),"T3",colorWhite,1);

Best Regards
Rick Osborn

From: JIM WIEHE <jim_wiehe@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Mon, November 30, 2009 8:39:07 AM
Subject: Re: [amibroker] Re: Jurik Research tools - opinions? Anybody using Jurik tools?

Hello Ton,

I checked the Amibroker website and in the third party link you can find indicator help zip and indicator.dll. Put the indicator.dll into the plugins folder and read the help file and you will be on your way to
using the gaussian moving average. I think its better than any of the others because its more smooth faster and its free. As someone in this thread earlier wrote, indicators are just a tool in the process of reaching
some descision or bias. Using one indicator to make a decision might be the equivalent of painting with one color on a canvas of the same color.

Good Luck

Jim Wiehe

From: Ton Sieverding <ton.sieverding@ scarlet.be>
To: amibroker@xxxxxxxxx ps.com
Sent: Mon, November 30, 2009 4:06:22 AM
Subject: Re: [amibroker] Re: Jurik Research tools - opinions? Anybody using Jurik tools?

Hi Jim,

I like what I see but could not find what I wanted ... Can you give me the name of the DLL ? Or even better the DLL of course ...

Regards, Ton.

----- Original Message -----
From: JIM WIEHE
To: amibroker@xxxxxxxxx ps.com
Sent: Sunday, November 29, 2009 11:24 PM
Subject: Re: [amibroker] Re: Jurik Research tools - opinions? Anybody using Jurik tools?

It's somewhere on the Amirboker website for members, where you can find a dll for Gaussian moving average. Once you find it, put it in your Include folder and you can use it like any other function.
Here is something I did with it, the ADX indicator is very jagged so why not smooth it? Oh ya' its free too!!

_SECTION_BEGIN( "ADX");
range = Param("Periods" , 14, 2, 200, 1 );
Plot( ADX(range), _DEFAULT_NAME( ), ParamColor( "ADX color", colorBlue ), ParamStyle(" ADX style", styleThick ) );
Plot( scGauss2ord( PDI(range) ,3), "+DI", ParamColor( "+DI color", colorGreen ), ParamStyle(" +DI style") );
Plot( scGauss2ord( MDI(range) ,3), "-DI", ParamColor( "-DI color", colorRed ), ParamStyle(" -DI style") );
_SECTION_END( );

From: sebastiandanconia <sebastiandanconia@ yahoo.com>
To: amibroker@xxxxxxxxx ps.com
Sent: Sun, November 29, 2009 1:15:23 PM
Subject: [amibroker] Re: Jurik Research tools - opinions? Anybody using Jurik tools?

(OT) In a sincere attempt to help out a fellow trader/investor, I must agree with Ara on this, and offer this additional advice: Whatever Jurik has to offer, you can recreate it for yourself, at no further expense, with Amibroker! In fact, you may not even need to recreate anything. Between the "canned" indicators that come with AB, the additional ones available for free in AB's online library, and what you can easily adapt from these two sources I'm not sure you would ever need to pay extra for any indicators or group of indicators.

Seriously. Pick any "unique" indicator that you think is interesting, and spend a little time trying to duplicate it on your own using AB. The math is the same for everybody.:) You'll get an eye-opening experience in how snake oil is produced and marketed, but better yet you'll get an indicator that you truly understand because you'll know how it was made.

Good luck,

Sebastian

p.s. This also goes for the poster from a few days ago who asked about the "High Velocity Market Master" system. It looks like the indicators needed are a long-term moving average (for direction), a couple of linear regression moving average lines (crossover is a signal to buy or short), and an ATR volatility stop as an entry trigger and target exit. S..

--- In amibroker@xxxxxxxxx ps.com, "Michael" <herpse30@xx .> wrote:
>
>
>
> I appreciate Ara's reply, but I would like to get an opinion or two from actual users of Jurik Research tools.. Anybody?
> Thanks!
>
> --- In amibroker@xxxxxxxxx ps.com, "Ara Kaloustian" <ara1@> wrote:
> >
> > My impression is that Jurik indicators are optimal for smoothness and fast
> > reaction.
> >
> > Having said that, fast indicators are not necessarily the best for all
> > applications.
> >
> > One really needs to learn how to use indicators properly and not to depend
> > on any one indicator .... or any one timeframe.
> >
> > Guess what I am saying is, you really don't need to pay for expensive
> > indicators
> >
> >
> > ----- Original Message -----
> > From: "Michael" <herpse30@>
> > To: <amibroker@xxxxxxxxx ps.com>
> > Sent: Saturday, November 28, 2009 2:07 PM
> > Subject: [amibroker] Jurik Research tools - opinions?
> >
> >
> > > Jurik Research has variations of moving averages, RSI, Stochastics, etc.
> > > in their indicator toolbox for Amibroker. They are JMA, VEL, CFB, RSX, and
> > > DMX.
> > >
> > > Any good? Worthwhile add-on purchases?
> > >
> > > Any indicator/s better than the others?
> > >
> > > Thanks!
> > >
> > >
> > >
> > > ------------ --------- --------- ------
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