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Gregg,
I am a fan of Mark Jurik's indicators.
I have a proprietary C++ program, which unlike TS (which optimizes
parameters given a system),
actually finds the best *system* of a very general form by combining
indicators. Mark's indicators often end up
being chosen as part of the best system the program finds for a given time
series.
In a recent computation involving a universe of 102 time series (Spiders,
Ishares, Select funds,
Rydex sectors, Rydex funds, Holdrs), JMA was involved 50 times in the best
system, compared
to 'conventional' filters such as:
Double exponential MA 44 times
Simple moving average 38 times
Linear regression slope 34 times
Exponential ma 26 times
Momentum 7 times
(Note: this is far from an exhaustive list of the filters the system finder
uses).
Regards,
Tim Tillson
----- Original Message -----
From: "Gregg Terry" <gregg@xxxxxxxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, August 02, 2001 5:50 AM
Subject: Mark Jurik's Indicators - Feedback Requested
> Greetings,
>
> I just joined the list and am impressed by the depth of discussion -
> even though I don't use any Omega products.
>
> Mark Jurik's indicators for TradeStation sound interesting to me.
> Have any of you had good or bad experiences with them?
>
> Cheers,
>
> Gregg Terry
> Publisher/Editor Wall Street Harvest
> Your solution to information overload
> http://WallStreetHarvest.com
>
>
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