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No. http://www.elitetrader.com/vb/showthread.php?s=&postid=749264#post749264

Yes, you can. The blending of Fundamental Analysis and Technical Analysis is called Rational Analysis.

http://www.elitetrader.com/vb/showthread.php?s=&postid=3019857#post3019857

The backtest makes perfect sense. It shows how well the proposed filter does against a benchmark filter (the simple moving average). How would a RMSE be better?

OK, put it to the backtest challenge that was issued to me earlier in this thread. Your results will be interesting to see.

Thanks but it wasn't my test, it was somebody else's test. I already knew my AMA was better than any publicly disclosed MA. That's partly what I was trying to get across in this thread: limiting your TA to the public domain stuff is a mistake; there's better stuff out there, but you have to...

This is ridiculous. You asked for test results and I gave you test results, using a test that was set up by an impartial third party (goodgoing) and specifically challenged to me by someone who is clearly antagonistic to me (imbecilebill). So you can hardly claim bias on my part as to the...

So you have nothing constructive to say about the test results. Yeah, I didn't think so. You must hallucinate that you're psychic also, to think you know my P&L statement. We are talking about indicators in this thread, not trading strategies or bank accounts. If you want to talk strategy...

Results are in the thread that was linked to. You know, the one that you quoted? Yeah, that one. The results are self-explanatory.

The problem with this line of reasoning is that you lump all moving averages together when they really have very different efficacies. I know almost everybody here has heard of adaptive moving averages but most have not gotten their hands dirty, so to speak, by actually diving into the inner...

Explain how you "just ignore noise" in an automated trading system. What's clear to me is that some of us have given this subject a lot more thought than others of us. If you don't know how to deal with the noise, just admit it and stop pretending like the noise is no big deal, because frankly...

Results posted to the thread. BTW notice how the clown who keeps challenging my math knowledge can't even calculate how many winning trades there are in the baseline system (jalsck and I agree that there are 32 winning trades (33% of 97 total)).

I was challenged to demonstrate the efficacy of my own adaptive moving average so here are my test results.

Why would I buy his stuff when I can read between the lines and figure out the rest for myself? I've sung his praises in public. So yes I have been nice. Just how stupid are you, that you think money is the only way to show appreciation? You've read this thread about him only because I...

Go back and read what I wrote. I'm talking about actively reading and thinking about what he put on his website. Of course for some ETers, actively reading and thinking is too much work to expect, so no benefits will accrue. Like I said, I have my own ama that performs better than any...

Yes, you did: Quote from Random.Capital: HMA supersedes [the JMA] ... Quote from Random.Capital: "Searching US Patents Text Collection... Results of Search in US Patents Text Collection db for: IN/"Jurik, Mark": 0 patents." No, you just want to play the childish game of any...

Yeah, well, traders aren't magic, traders are real and our goal is to filter present data and (perhaps) predict future data. Filtering the past is a waste of our time. That's an activity for academics, not for traders.

And wavelets are just for smoothing past data. It's unlikely any pro is using them for trading. Wavelets are for research punters. That's it. End of story.

Did you notice how all his percentages are "fibonacci ratios" (i.e., golden ratio numbers)? That imbecile puts down TA while worshipping at the altar of Fibonacci. :D Perhaps you didn't thoroughly read the original post. In a thread called smoothing algorithms, there were 50 replies...

OK, putting aside the issue of Mark Jurik, how do you decide what's a real quant site and what's a wannabe quant site?