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Re: [amibroker] Jurik Moving Average JMA (working for me)



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I am aware that this forum is dedicated to solving problems realted to usage
of AB and not discussing trading methods or philosophies. Instead of seeking
out some magic moving average formula, I will humbly submit that maybe it
will be more instructive if this thread moves to the AB-TS forum and focus
is shifted a wee bit to effective usage of movng averages.

Best Regards


R

On 12/8/06, Bruce Hawkins <hawkinsk001@xxxxxxxxxxxxx> wrote:
>
>   I just copied it, pasted it into my price formula, work fine for me.
>
>  Herman I get an error when I put this inta amibroker. Anyone else have a
> problem. get back.
>
>
> ----- Original Message -----
> *From:* Herman <psytek@xxxxxxxx>
> *To:* amibroker@xxxxxxxxxxxxxxx
> *Sent:* Thursday, December 07, 2006 11:25 AM
> *Subject:* RE: [amibroker] Jurik Moving Average JMA
>
>  function HullMaFunction( P, Periods, Delay )
> {
> X = 2 * WMA(P,round(Periods/2)) - WMA(P,Periods);
> HullMA = WMA(X,round(sqrt(Periods)));
> HullMA = Ref(HullMA,-Delay);
> return HullMa;
> }
>
> PlotPriceField = ParamToggle("PriceField","HIDE|SHOW",1);
> P = ParamField("Price field",-1);
> Periods = Param("Periods", 15, 2, 200, 1, 10 );
> Delay = Param("Delay", 0, 0, 10, 1 );
> HullMA = HullMaFunction( P, Periods, Delay );
> if( PlotPriceField ) Plot(C,"",1,128);
> Plot( HullMA, _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
> ParamStyle("Style") );
>
> This (or something close to it) was posted on this list not too long ago,
> I
> am not using this formula personally.
>
> herman
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com> [mailto:
> amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>]On
> Behalf Of Tom Tom
> Sent: December 7, 2006 12:05 PM
> To: amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>
> Subject: Re: [amibroker] Jurik Moving Average JMA
>
> Hi,
>
> Maybe we can go on this thread on amibroker-ts and merge it with the
> thread
> "RE: [amibroker-ts] Re: Moving Average... one more again : )".
>
> It is an attempt to list different MA know here and there
> feature/quality/etc...
>
> For now we got :
> - FIR : weighted MA (classic original MA with all weigths to one,
> triangular, etc...)
> - All classic IIR : EMA/DEMA/TEMA
> - The John Ehler's MA : Median Filter, Median-MA Difference Filter, Ehlers
> Filter, MAMA, FRAMA, Laguerre Filter adaptive or not adaptive
> - Others : T3, Jurik MA, Alan Hull's MA, KAMA, VIDYA
>
> As we are on MA, i just posted to the library an AFL a few days ago for
> Laguerre Adpative Filter from John Ehler's.
>
> Herman, i don't know Alan Hull's MA. I search it on the AFL list with
> "Alan
> Hull", "Allan" or "Hull" keywords... but return me nothing. Can you post
> the
> link please. Is it useful ? How based on your experience ? Thanks.
>
> It make me think that maybe if we can have the search option with the add
> option to search through the AFL code too and the people's remarks, will
> be
> more powerfull... this way we can find some code, or any remarks about a
> keyword... etc. I think this library is one of the powerfull thing for
> Amibroker so it can be more good with such search option.
> And maybe add the same but for script in VBS, Java (script or not) or
> C(++),
> etc..., so people can post utility function VBS or others that can greatly
> speed up creation of new AFL indicators containing script part.
>
> Cheers,
> Mich.
>
> ----- Original Message -----
> From: Herman
> To: amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>
> Sent: Thursday, December 07, 2006 3:30 PM
> Subject: RE: [amibroker] Jurik Moving Average JMA
>
> Hello,
>
> Did you try the Tilson's T3 and Alan Hull's MA? Both are available in afl..
>
> Before buying and expensive formula you might want to try find a
> formula-owner who is willing to test it in "your" formula for you. Not all
> systems benefit from using a minimum lag indicator.
>
> Best regards,
> herman
>
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