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Walter:
You can usually approximate an adaptive ma by using an sma, ema, or weighted
moving average. The adaptive ma claims to give earlier signals, you can get
earlier signal by using a shorter ma.
Comments please.
Lionel
-----Original Message-----
From: Walter Lake <wlake@xxxxxxxxx>
To: metastock bulletin board <metastock@xxxxxxxxxxxxx>
Date: Sunday, September 20, 1998 8:13 AM
Subject: Jurik's AMA
>Hi John
>
>I've seen this advertised regularly. I have no idea how it works, but by
>eye-ball it looks like a 5 day MA advanced 3 days. Murray Ruggiero sells a
>Trade Station version for $205US. His catalogue (1-800-211-9785) says this
>"... It differs from standard adaptive moving averages in that it offers
>higher correlation to the actual price with maximum smoothness." "...is
>great for .... data preprocessing for developing a neural network. We use
>this adaptive moving average as part of many of the proprietary systems wh
>have built for our clients."
>
>For me, the concern with any MA is to understand how it differs from the
>standard SMA. IMHO, adaptive indicators need to be "always" paired with a
>"viewing" indicator, i.e., volatility indicator, etc. Otherwise you rapidly
>lose track of where you are at.
>
>Best wishes
>
>Walter
>
>
>
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