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From: Igor Kaplun
>>The phenomena of Moving Average is well known and unique. Jurik killed it by removing LAG from its JMA.
<<
I presume you are referring to the lagged relationship between the signal and its moving average in a MACD. This lag is useful and when removed, the notion of crossover moving averages falls apart. This is apparently your complaint.
Here is the proper way to use JMA in a MACD. Because JMA has little lag, use it as a proxy for price itself. That is, let JMA replace the price line and now take a simple moving average of JMA. Because the proxy line is smooth, you can follow it with a tight trailing average line without fear of getting excessive crossovers from market noise. This tight relationship enables you to get early crossovers.
>>I was looking at the screen on JMA that was going through all the bars as a stick goes through Shish Kebab<<
What a vivid description! I like it!
Regards,
Mark Jurik
Jurik Research
http://www.jurikres.com
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