|
PureBytes Links
Trading Reference Links
|
> Trey Johnson wrote:
> > Could you give another example, one that's open source possibly?
>
> I don't know of any, other than crude ones like Kaufman's Adaptive
> Moving Average.
There's also Tillson's T3 average, which gave JMA a run for its money
until Mark got annoyed and found an improvement to keep JMA ahead. :-)
Bob Fulks wrote a TS version of T3:
http://www.purebytes.com/archives/omega/1997/msg00119.html
http://www.purebytes.com/archives/omega/2004/msg03606.html
Gary
|