[EquisMetaStock Group] Re: JMA in AB syntax

["Mark Jurik" <mark_yahoo_equismetastock@xxxxxxxxxxxx>]

The code is simply a combination of a simple moving average and one 
way of approximating overall slope:

Result = SMA + slope

You can get the desired slope calc in MS by using the built-in linear 
regression slope function. This way, ...

Result = mov( data array, periods, simple )
                     +
         linregslope( data array, periods ) * scaling_factor

You set the scaling factor as in input parameter, which allows you to 
adjust the amount of lag reduction. This approach to achieving low 
lag smoothing is NOT adaptive and has a significant overshoot penalty 
in proportion to the amount of lag reduction you request.

This formula poorly approximates JMA, which is adaptive, non-linear 
and has better lag/overshoot tradeoff properties. If you want the 
real thing, go to http://www.jurikres.com .

Mark Jurik
Jurik Research
  









 
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