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Somewhere I read suggestion to use the square root of the periods for the
displacement as first attempt and to standardize.
Like 21MA placed +4 horz. or 28MA placed +5.
Richard Estes
-----Original Message-----
From: Lionel Issen <lissen@xxxxxxxxxxxxxxxx>
To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
Cc: derksenf <derksenf@xxxxxxxxxxxxxx>
Date: Wednesday, September 23, 1998 3:57 PM
Subject: Re: Jurik's AMA
>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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