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[EquisMetaStock Group] Re: adjusted moving avs



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Thx for your replies
I had a look at Jurik's. It's a pity he charges so much , but it does 
look a very good mov av. Tillson comes out second best. Has anyone 
got his address ? I googled him. There were 186,000 pages of 
Tillson's in Colorado !

Thx
Pat


--- In equismetastock@xxxxxxxxxxxxxxx, Code 2 <Code2@xxx> wrote:
>
> Mark Jurik's JMA is a very nice low-lag moving average with little
> overshoot.  See http://www.jurikres.com/catalog/ms_ama.htm#top
> 
> 
> 
> From: pumrysh <no_reply@xxxxxxxxxxxxxxx>
> To: equismetastock@xxxxxxxxxxxxxxx
> Date: Sunday, February 15, 2009, 10:20:18 AM
> Subject: [EquisMetaStock Group] Re: adjusted moving avs
> 
> Hi Pat,
> 
> The problem with any moving average is the lag that is introduced 
when 
> you begin manipulating them. So the question then is are you really 
> improving them? There is a formula out there that was discussed 
several 
> years ago at:
> http://finance.groups.yahoo.com/group/equismetastock/message/23694
> 
> I'm not aware of any that restrict the advance/decline by a 
percentage 
> or points...seems that would defeat their purpose. 
> 
> Another thought is an adaptive moving average which is set to a 
small 
> lookback period at the beginning of a trend then adjust to longer 
> lookbacks as the trend progresses based on an indicator value. 
There 
> are DLL's in the files section that will help you with this task.
> 
> Preston
> 
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "Patrick Butler" <pat494@> 
> wrote:
> >
> > Hi,
> > Our old friends moving averages do a good job and are generally 
> useful. However to improve them and their forecasting ability, is 
it 
> possible to negate their larger than normal swings up and down ? A 
> spike of more than X points or a percentage perhaps ? Perhaps there 
is 
> a formula already out there somewhere ? Jurik may have done 
something 
> along these lines.
> > Thanks
> > Pat
> --
>




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