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Re: Hull Moving average



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> However, I don't think T3 ever gave the original JMA a run for its
> money.  I saw the performance of the original JMA.  T3 had more lag
> and overshoot.  T3 also can't adapt to sudden changes (like when
> there's a limit move) without requiring significant settling time.

JMA always did better than T3, but T3 was free.  I suspect there are 
not that many people who could actually make profitable use of the 
differences between T3 and JMA.  Mark told me (years ago) that he 
thought T3 was a formidable competitor and that he wanted to improve 
JMA to give it more of an edge.

Yes, JMA responds much better to sudden moves than T3 does.
Gary