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Re: More sophisticated Moving Averages



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At 04:03 PM 10/1/98 -0500, Robert W Cummings wrote:
>At 05:48 PM 10/1/98 -0400, Hernan Covarrubias Castillo wrote:
>>Does anyone know bibliography or web sites where I can find info about
>>more sophisticated moving averages. Of course I know EMA, DEMA, T3,
>>ARMA, ARIMA, and the others you can find there in the Omega and TASC
>>sites, but I would like to know the state of art about this matter. Is
>>there any method (mov.average procedure) with low lag and extremely good
>>smoothness ?.
>>PS: People at Jurik Research could tell me: "My moving average!".
>>
>Jurik's VEL indicator is supposed to do what you asked here, thing is Mark
>will not let you look at it before you buy. So I haven't bought it for that
>reason, I never buy something I can't see work first.
>
>Robert

VEL is not an AMA; rather, it is a smoothed no-delay velocity (i.e.,
difference between the present and some fixed point in the past).

JMA is Jurik's current implementation of his proprietary algorithm. I've
spent a lot of time trying to match it and can't. All the curves at his web
site are true. Also, I am using it to smooth auxiliary data (not price
data) that is very poorly behaved and it does a fabulous job at it.

IMO, it's worth the money. One of the add-in's that exceeds expectations.

Usual disclaimers.

Allan

"I generally avoid temptation unless I can't resist it." - Mae West