Re: What's so great about low-lag moving averages? Seriously

[Mark Johnson <janitor@xxxxxxxxxxxx>]

Thanks for the reply but I don't know how to
deposit smoothness in my bank account.  This
is why I carefully inquired "how do low-lag
moving averages improve the profitability
of trading systems?"

  >> These better averages have a tradeoff
  >> between lag and smoothness that is better
  >> than that for conventional averages. One
  >> option is same smoothness and lower lag.
  >> The other option is much smoother (less
  >> noise) and same lag.
  >>    Bob Fulks

Having read Jurik's book and Ehlers's book and
both of their web sites, I've seen dozens of
their nice demonstrations "Look, ours draws a
prettier picture" but no examples of improved
profits.

Alex M. gave an example that is tantalizingly
close to showing that low-lag MA's did improve
a trading system.  But that system is proprietary
and it ALMOST used a low-lag MA (shared some of
the same design concepts) and you&I can't
independently try it out on our own copies
of Tradestation.  Alas.

Thanks to all who took the time to reply,
Mark Johnson