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Lionel,
But what happens if you use a shorter AMA?
Frans
At 15:43 20-09-98 -0500, you wrote:
>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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