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Re: CL_Adaptive moving avg.


  • To: Phil <rhodes@xxxxxxxxxxxxxx>
  • Subject: Re: CL_Adaptive moving avg.
  • From: wong <whs@xxxxxxxxxxxx>
  • Date: Sun, 7 Mar 1999 11:09:38 -0500 (EST)
  • In-reply-to: <3.0.5.32.19990307103314.007c4a20@xxxxxxxxxxxxxxxxxxxx>

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At 10:33 AM 03/07/99 -0800, Phil wrote:
>   I know there are a few different types of adaptive moving avg. used in
>trading.  I would like to get a few of them in EL code to compare them in
>different markets.  Has anyone else done this?  Is one better than the other?
>Any ideas would be helpful!
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I know of 2 of them: one is Kaufmann's (per attached); the other is Mark
Jurik's (you have to purchase the ELA from him).

As to the relative merits of the various MAs, AMAs etc., Mark Jurik has
written an excellent article.

His website is: "http://www.jurikres.com/";.


Regards,

Wong

Attachment Converted: "c:\eudora\attach\Amak.ela"