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Hi,
Great Thanks for the formula's.
Tom Supera
----- Original Message -----
From: "Witold Dabrowski" <witold_dabrowski@xxxx>
To: "amibroker" <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, October 29, 2001 7:08 PM
Subject: [amibroker] Re: RSX - from Jurik
> Hi,
>
> I have read information on Jurik's WWW and compare to
> some articles about weighed moving averages. I dont
> know what trick use Jurik to obtains his JMA, but I
> know the others to get more accurately MA. In
> attachment you can see a comparison of few differents
> moving averages: MA, EMA, Doubled EMA and two weighed
> MA, and in 'moving_averages.afl' you have the source
> code. If you constate that there are quite good you
> can save over 200$ (the price of Jurik's MA) ;-)
>
> But I have one question: why use more accurate MA -
> JMA or weighed MA? What are the advantages? It's true
> that systems with modified MA give more profits than
> with EMA, but percentage of winnings trade is pretty
> the same; additionaly the number of trades is
> abnormaly higher. In my opinion "faster" MA don't give
> really goods. Or maybe I'm wrong...
>
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>
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