Re: Jurik's AMA

["Lionel Issen" <lissen@xxxxxxxxxxxxxxxx>]

Richard:

Now that you mention it, I think I've heard this before. There may be  a
statistical or mathematical basis for this.

This suggestion makes the size of the displacement proportional to the
length of the moving average.  Intuitively this sounds appealing.

Lionel
-----Original Message-----
From: Richard Estes <rtestes@xxxxxxxxxxxxxx>
To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
Cc: derksenf <derksenf@xxxxxxxxxxxxxx>
Date: Wednesday, September 23, 1998 6:11 PM
Subject: Re: Jurik's AMA


>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
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>
>>>>
>>>>
>>>
>>>
>>
>
>