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Having spent a fair amount of time working with all of the popular AMA's,
here is another opinion:
Jurik's AMA is the best. None of the others touch it in side-by-side
comparisons. The downside is that it isn't disclosed and you have to buy it
(but price is reasonable and support is excellent).
The closest is the T3 indicator, which was described in an excellent
article in TASC, "Smoothing Techniques for More Accurate Signals," Tim
Tillson (Jan 1998, Vol. 16, No. 1, P. 57). The biggest problem I have found
with T3 is significant overshoot on very badly behaved time series (usually
OK on price series).
If you look closely, you'll find that VIDYA and Kaufman's AMA are
essentially the same. They both fall apart under very changeable conditions.
Allan
__________________________
>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
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