|
PureBytes Links
Trading Reference Links
|
>> None of these ZeroLag curves plotted close enough to the price chart to be useful. They did not resemble those I had seen at Jurik's web site.<<
A really good moving average for financial time series processing needs to pass four mutually incompatible benchmarks, and most filters fail at one or more. For commentary on the evolution of moving average designs and these benchmarks,
1. go to http://www.jurikres.com/faq/reports.htm#top
2. install Acrobat Reader if you do not have it (it's free)
3. select "TECHNOLOGY for INVESTORS"
4. RIGHT CLICK on "Evolution of Moving Averages" and select to save file to your disk
5. RIGHT CLICK on "Why Use JMA" and select to save file to your disk
A suite of Jurik's tools for MetaStock is scheduled for later this year. Right now, we're waiting for Equis' DLL SDK to settle into a clean, debugged state.
Mark Jurik
Jurik Research
http://www.jurikres.com
================================================
I get better signals using other moving average based indicators, such as
macd.
Did I miss something?
If anyone has tried the ZeroLag indicator, what were your results?
Lionel Issen
lissen@xxxxxxxxx
----- Original Message -----
From: j seed <jseed_10@xxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Friday, May 19, 2000 11:44 AM
Subject: Re: Zero Lag EMA
> Sonny,
> Here's the indicator. Just replace the CLOSE with whatever you like. As
far
> as displacing forward...find that answer and you'll have worked a miracle.
>
> J.
>
> {ZeroLagEMA}
> {Peter Martin alakazam@xxxxxxxxxxx}
> Period:= Input("What Period",1,250,3);
> EMA1:= Mov(CLOSE,Period,E);
> EMA2:= Mov(EMA1,Period,E);
> Difference:= EMA1 - EMA2;
> ZeroLagEMA:= EMA1 + Difference;
> ZeroLagEMA
>
>
> >From: Sonnysark@xxxxxxx
> >Reply-To: metastock@xxxxxxxxxxxxx
> >To: metastock@xxxxxxxxxxxxx
> >Subject: Zero Lag EMA
> >Date: Fri, 19 May 2000 10:16:32 EDT
> >
> >The list talked about the use of Zero Lag EMA a couple of weeks ago. The
> >Zero Lag EMA is set so it applies to the closing price only. Does anyone
> >know how I can adjust the formula so the Zero Lag EMA can be applied to
the
> >high and low or to get it to displace forward? Thanks, -Sonny-
>
> ________________________________________________________________________
> Get Your Private, Free E-mail from MSN Hotmail at http://www.hotmail.com
>
Attachment Converted: "f:\eudora\attach\RE Zero Lag EMA"
|