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Preston,
Application of the feedback term to Kaufman will get you very close depending on choice of feedback & smoothing factors. However, the noise rejection is poor. What I will do is apply my noise rejection algorithm to the feedback version of AMA and then see where we get. However, I'm away for a few days - so it will not be this week. Tell me about yr. gaussian MA
DJ
----- Original Message -----
From: pumrysh
To: equismetastock@xxxxxxxxxxxxxxx
Sent: Tuesday, December 26, 2006 3:29 AM
Subject: Re: [EquisMetaStock Group] Merry Xmas / Happy holidays to all
David,
On closer inspection your AMA2 is by far the better MA.
Which leads to the question again of what is it?
Your own, Kaufman's, or Ehler's?
I have a number of MA's in my collection and the best of the lot is
a gaussian. I would love to compare yours to it but without knowing
what I'm comparing its a little tough.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "David Jennings"
<davidjennings@xxx> wrote:
>
> Preston.
>
> AMA2 has a separate control of feedback which is nominally (1-
SMOOTHINGGFACTOR). Thus: today_ama = SMOOTHINGFACTOR * array +
FEEDBACKFACTOR * yesterday_ama.
>
> However, one can make the smoothing factor volatility related -
all good fun.
>
> Have a good one
>
> DJ
>
> ----- Original Message -----
> From: pumrysh
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Monday, December 25, 2006 5:49 PM
> Subject: Re: [EquisMetaStock Group] Merry Xmas / Happy holidays
to all
>
>
> David,
>
> Thanks! Will take a closer look when I get a chance. What are
you using
> for the AMA2 formula.
>
> Preston
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "David Jennings"
> <davidjennings@> wrote:
> >
> > I have uploaded a word file containing a number of screen
shots of
> different moving averages. I will be very interested in any
> observations. I'll leave the file in place for a week and them
remove
> it. In the meantime have a good Christmas and New Year.
> >
> > [Non-text portions of this message have been removed]
> >
>
>
>
>
>
> [Non-text portions of this message have been removed]
>
[Non-text portions of this message have been removed]
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