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Adaptive exponential moving averages



PureBytes Links

Trading Reference Links

Jurik Research has a pretty good summary of
a few AEMA's.

   http://www.jurikres.com

And Perry Kaufman's book "Smarter Trading"
has a lengthy discussion of them too.

Are they "overfitted"??  Perform your own
tests and come to your own conclusions.
--
   Mark Johnson      Silicon Valley, California    mark@xxxxxxxxxxxx

      "... The world will little note, nor long remember, what we
       say here..."  -- Abraham Lincoln, "The Gettysburg Address"