How good is good? was: low-lag smoothing filter fitting problem

["Kent Rollins" <kentr@xxxxxxxxxxxxxx>]

Is what you are trying to do really the best thing to do?  Even the JMA has
parameters that users can use to tune (or "optimize") it for various
applications.  Shouldn't your MA have the same options?  Don't you want to
use it differently in different circumstances?  Why isn't Max$ or Max Sharpe
Ratio just as good as RMSE for judging fitness?  There are dozens of
objective methods you could use to determine goodness.  Only you can
determine which one is best.  And that will be a very subjective decision.

Kent Rollins