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> All this discussion of Jurik's vs. T3 vs. whatever moving
> average got me
> wondering-what good does getting the lag out of a moving
> average *really*
> help? How does the lack of a lag translate into a better trading
> system/results? I look at Jurik's promo chart of the Jurik
> MA and see that
> it tracks price action more closely, but of what value is this?
I used to play around with those things a lot... MA or exponential MA? Or
maybe Linear Regression instead? Or maybe some fancy noise-based system?
Well, there are just 2 ways to go: more lag and less whipsaws, or less lag
and more whipsaws. However fancy the XXX indicator is, its interaction with
price/time geometry still remains the same. But maybe I have missed the
whole point completely...
Ivo
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