Re: Jurik JMA as EasyLang Optimized M.A. Crossover Strategy

[Jim Johnson <jejohn@xxxxxxxxxxx>]

Hello Michael,

something like this:

{short JMA crosses  over exp moving average}

Inputs: Price(close),XMALen(20), JMALen(8), Phz(0);

Vars: LngAv(0), JMAv(0), RSXMo(0);

LngAv = XAverage(Price, XMALen);
JMAv =  JRC.JMA.2k(Price, JMALen, Phz);
RSXMo = Momentum(JRC.RSX.2k(C, 7), 5);

If JMAv crosses above LngAv then
        buy next bar on open;

If JMAv crosses below LngAv then
        sell next bar on open;


Best regards,
 Jim Johnson                           mailto:jejohn@xxxxxxxxxxx

-- 
Saturday, July 20, 2002, 12:41:34 PM, you wrote:

MH> Does anybody know how to substitute a "JMA" (Jurik Moving Average) into the
MH> existing Moving Average Crossover "Strategy" in TS2000i in easy language. I
MH> am trying to do an optimization of a simple M.A. crossover strategy and
MH> would like to replace the exponential M.A.'s in TS2000i with the Jurik JMA.
MH> I am using the "Insert Strategy" rather than "Insert Indicator" toolbar on
MH> Trade station so that I can optimize it. I would be happy to share results
MH> for a specific market or the resulting modified easy language code to
MH> reciprocate.

MH> Mike Holder
MH> Toronto