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I want to thank eveyone for their prompt help. When I am done testing
several ideas and have them coded I will share the code with the group.
At 05:17 PM 5/28/98 -0400, Paul Weston wrote:
>Message text written by INTERNET:omega-list@xxxxxxxxxx
>>
>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
>
Bruce Harrison
<mailto://trader@xxxxxxxxxx>
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