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RE: Averages



PureBytes Links

Trading Reference Links

Well, since you are open to look at all resources feel free to take a look
here:
http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=Library.htm

There are so many different once like: 

HullMA, 
Found this quite by accident at
http://www.justdata.com.au/Journals/AlanHull/hull_ma.htm It looks promising.
I tested over 30 years of FOJC daily data, looking at a crude "goodness of
fit" mea ...

TrendStrength A,B,C,D, 
>From Active Trader magazine summer 2005

MOMA, 
Description: The MOMA indicator is from an article by Stephan Bisse in the
Feburary 2005 issue of TASC. Its characteristics are similar to an SMA but
with less lag. ...

LMA 
Function LMA is a linear biased moving average. This means that the weight
factors for the average vary in a linear fashion. The near side weight is
arbitrarily set to 100, this is the weig ...

The WealthScript code is available you just have to transfer them into your
programming language!



Kind regards,
 
Volker Knapp
(www.wealth-lab.com)
 
-----Original Message-----
From: cme_hh_trader [mailto:cme_hh_trader@xxxxxxxx] 
Sent: Tuesday, September 27, 2005 8:18 PM
To: omega-list@xxxxxxxxxx
Cc: cosmictrader@xxxxxx
Subject: AW: Averages

Thanks Mark, Alex, Mike and cosmic for all the input you have sent regarding
the Averages. This has definitely given me some good ideas. 

Mark, there is an interesting article dealing with FIR and IIR on the Ehlers
page:

http://www.mesasoftware.com/papers.htm

Cosmic, after visiting the page you suggested, I have bought their Average
package and must say, that I am pretty much impressed. It seems to me, that
you have bought them, too. Maybe you like to contact me, so that we can
share some insights (even if mine are very limited at the moment ;-)).

Again thanks for all the input,

Cme_hh_trader

-----Ursprüngliche Nachricht-----
Von: cosmictrader@xxxxxx [mailto:cosmictrader@xxxxxx] 
Gesendet: Montag, 26. September 2005 05:07
An: cme_hh_trader@xxxxxxxx; omega-list@xxxxxxxxxx
Betreff: AW: Averages


Greetings cme_hh_trader:
 
Not knowing which platform you are asking for, but for Trade Station you can
also take a look 
www.abctradinggroup.com
 
They have a nice set of averages which work very well for me.
Some are just very smooth & fast - others offer some kind of smart
volatility adaptation (at least that’s my best guess).
 
I have also been following Ehlers stuff closely (MESA for TS), but not much
of the newer ones...
 
Have a good start into the week,
cosmic
 
__________

 
I am using different Averages and Channels as signal generators in my
systems.
 
I have played with quite a few Moving Averages like Jurik, Ehlers and some
more, but I am always open to new input. 
 
So if anyone can provide some useful info, I would really appreciate it.
 
Thanks,
 
cme_hh_trader



		
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