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David,
On closer inspection your AMA2 is by far the better MA.
Which leads to the question again of what is it?
Your own, Kaufman's, or Ehler's?
I have a number of MA's in my collection and the best of the lot is
a gaussian. I would love to compare yours to it but without knowing
what I'm comparing its a little tough.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "David Jennings"
<davidjennings@xxx> wrote:
>
> Preston.
>
> AMA2 has a separate control of feedback which is nominally (1-
SMOOTHINGGFACTOR). Thus: today_ama = SMOOTHINGFACTOR * array +
FEEDBACKFACTOR * yesterday_ama.
>
> However, one can make the smoothing factor volatility related -
all good fun.
>
> Have a good one
>
> DJ
>
> ----- Original Message -----
> From: pumrysh
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Monday, December 25, 2006 5:49 PM
> Subject: Re: [EquisMetaStock Group] Merry Xmas / Happy holidays
to all
>
>
> David,
>
> Thanks! Will take a closer look when I get a chance. What are
you using
> for the AMA2 formula.
>
> Preston
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "David Jennings"
> <davidjennings@> wrote:
> >
> > I have uploaded a word file containing a number of screen
shots of
> different moving averages. I will be very interested in any
> observations. I'll leave the file in place for a week and them
remove
> it. In the meantime have a good Christmas and New Year.
> >
> > [Non-text portions of this message have been removed]
> >
>
>
>
>
>
> [Non-text portions of this message have been removed]
>
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