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Drksenf:
Try several moving averages that have both different lengths and different
bases (sma, ema, weighted). Then displace these a few days, but not more
than half the ma lenght.
Lionel
-----Original Message-----
From: derksenf <derksenf@xxxxxxxxxxxxxx>
To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
Date: Wednesday, September 23, 1998 3:33 AM
Subject: Re: Jurik's AMA
>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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