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OK thanks for making things clear...at least now everyone on the list knows
we can safely dismiss anything you say.
-----Original Message-----
From: IVT [mailto:ivterez@xxxxxxxxx]
Sent: Friday, 12 January 2007 2:26 AM
To: Adrian Pitt; omega-list@xxxxxxxxxx
Subject: RE: Hull Moving average
both are stupid little low-pass filters same old stuff
with no new theory behind them other than a lot of
claim for fame typical for a stupid narrow-minded
average american. they are meant for people with
similar mind who take the same type of drugs,
antibiotics and hormone and pesticide stuffed +
genetically modified foods.
--- Adrian Pitt <apitt@xxxxxxxxxxxxx> wrote:
> Actually there are other people reading the
> emails...so your assumption is
> wrong not surprisingly.
>
> Can you therefore explain please what is 'it? The
> JMA or the T3? And can
> you explain please what you mean by 'never had any
> edge'. An edge in terms
> of what? Lag? Overshoot? Profitability via some
> system??
>
> Thanks,
> Adrian
>
> -----Original Message-----
> From: IVT [mailto:ivterez@xxxxxxxxx]
> Sent: Thursday, 11 January 2007 10:41 AM
> To: Gary Fritz; omega-list@xxxxxxxxxx
> Subject: Re: Hull Moving average
>
>
> it never had any edge at all, a stupid thing to do.
>
> you two guys are talking to yourself.
>
> --- Gary Fritz <fritz@xxxxxxxx> wrote:
>
> > > However, I don't think T3 ever gave the original
> JMA a run for its
> > > money. I saw the performance of the original
> JMA. T3 had more lag
> > > and overshoot. T3 also can't adapt to sudden
> changes (like when
> > > there's a limit move) without requiring
> significant settling time.
> >
> > JMA always did better than T3, but T3 was free. I
> suspect there are
> > not that many people who could actually make
> profitable use of the
> > differences between T3 and JMA. Mark told me
> (years ago) that he
> > thought T3 was a formidable competitor and that he
> wanted to improve
> > JMA to give it more of an edge.
> >
> > Yes, JMA responds much better to sudden moves than
> T3 does. Gary
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