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Re: Hull Moving average



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and after all is it (JMA) useful for anything?

raw price is a better input than what JMA computes.

JMA will produce a misterious and unknown spectrum of
phase shifts and make it impossible to analyze the 
data.


--- Alex Matulich <alex@xxxxxxxxxxxxxx> wrote:
> I've written some myself, and they are a real chore to tune, to get
> the right balance between overshoot, lag, and smoothness.  After
> trying it myself, I can understand how Mark Jurik spent so long
> developing his JMA.