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Message text written by INTERNET:omega-list@xxxxxxxxxx
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Hello,
I am looking for information on (I beleive it is called) Jurik
Adaptive\modified moving average more specifically a TS function called
amafunc2. If anyone has the code or information on were I can get it, I
would greatly appreciate it. I do have Perry K's AMA code but I'm told
that Jurek's provides smoother transitions in trending markets.
Thanks in advance :).
B. Harrison
trader@xxxxxxxxxx
<
If you want to tweek Kaufman's AMA, there are a couple of things that you
can do.
1) try varying the number of days
2) try varying the power of the smoothing factor. He squares it. Try
other powers. I have tried 1.5 to 3 and the effect is quite noticable.
I have heard good things about Jurek's, but don't know what his approach
is.
If nothing else, playing around with Kaufman's will certainly give you a
much better feel for how it reacts.
Regards,
Paul Weston
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