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Mark Jurik's JMA is a very nice low-lag moving average with little
overshoot. See http://www.jurikres.com/catalog/ms_ama.htm#top
From: pumrysh <no_reply@xxxxxxxxxxxxxxx>
To: equismetastock@xxxxxxxxxxxxxxx
Date: Sunday, February 15, 2009, 10:20:18 AM
Subject: [EquisMetaStock Group] Re: adjusted moving avs
Hi Pat,
The problem with any moving average is the lag that is introduced when
you begin manipulating them. So the question then is are you really
improving them? There is a formula out there that was discussed several
years ago at:
http://finance.groups.yahoo.com/group/equismetastock/message/23694
I'm not aware of any that restrict the advance/decline by a percentage
or points...seems that would defeat their purpose.
Another thought is an adaptive moving average which is set to a small
lookback period at the beginning of a trend then adjust to longer
lookbacks as the trend progresses based on an indicator value. There
are DLL's in the files section that will help you with this task.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "Patrick Butler" <pat494@xxx>
wrote:
>
> Hi,
> Our old friends moving averages do a good job and are generally
useful. However to improve them and their forecasting ability, is it
possible to negate their larger than normal swings up and down ? A
spike of more than X points or a percentage perhaps ? Perhaps there is
a formula already out there somewhere ? Jurik may have done something
along these lines.
> Thanks
> Pat
--
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