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Preston,
I don't disagree.
Sadly, Yahoo dropped off the chart that comparing it with some other MAs. One of these was the IR MA which was the sum of the EPMA and the IRLS divided by two. Another was the Weighted MA which has quite good characteristics. Depending on the application, if you are looking for a low lag MA (without buying Mark Jurik's excellent products) with minimal overshoot have a look at a volatility weighted adaptive moving average. As in in all things it depends on what you are trying to achieve.
----- Original Message -----
From: pumrysh
To: equismetastock@xxxxxxxxxxxxxxx
Sent: Thursday, December 21, 2006 8:48 PM
Subject: [EquisMetaStock Group] Re: RSX AND JURIK MOVING AVERAGE
David,
Any time you smooth you will introduce lag which in turn will lead
to overshoot. Even so the Zero lag can be a good starting point to
develop on. Basically, the indicator uses 2 different moving
averages then adds the difference. There is no reason to believe
that we can't use something other than exponential moving averages.
Nor should we think that we have to be stuck with the time frames
that are used. There are literally dozens of ways to design the
indicator. Give it a try and see what you come up with.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "David Jennings"
<davidjennings@xxx> wrote:
>
> When comparing this average to others chosen at random, it seems
to me to have quite a bit of lag and overshoot.
>
>
> DJ
[Non-text portions of this message have been removed]
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