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You've been proven wrong twice (the "superiority" of the HMA; the value of patenting an algorithm) so I don't know exactly what "help" you think you're providing.

Faster MAs always cross over slower ones when trend direction changes. The idea of using the JMA (or any ama for that matter) as a proxy for price is to reduce whipsaws. I agree, the "JMA code" posted above is garbage.

"There is a class ..." A specific example would be more convincing.

Does or does not the HMA overshoot? If the answer is yes (and there's no reason to believe otherwise), that alone makes it an inferior smoother, regardless of the specific input pattern that is being smoothed. The JMA only overshoots when you fiddle around with the PHASE parameter, which is...

If you're talking about the zero-lag ema article with Ric Way, the online excerpt is typically devoid of details so maybe you can share the details with us so we can evaluate what the pros and cons of Ehlers' and Way's approach is. Most "zero-lag" methods that are public domain involve some...

If G is truly gaussian and ATR is dependent on G, then the best estimate for the next value of ATR is the mean of ATR, just as the best guess for the next value of G is m. With random variables you have to go with the means. But in real life ATR is not a random walk and I doubt if there is a...

Isn't that the flying saucer the Nazis were "rumored" to have built? (Notice the iron cross.) If the Nazis had even half the science fictional tech they were reputedly researching and/or building, we'd all be speaking German now.

That list would be a blank piece of paper. You can't curve-fit a strategy or a system. You curve-fit data. You overfit a strategy or a system. Of course the best thing would be to avoid both curve-fitting data and overfitting strategies. To avoid overfitting...

I've hated that HKS piece of crap ever since he needlessly dragged out that child custody case, knowing full well he wasn't that baby's father. It's not the least bit surprising he'd wind up in prison for something, the guy has had a criminal mentality all along.

Sorry for the mix-up, dtrader98. You're absolutely right, an objective trade-free metric is needed. I'll give it some thought.

What metric were you using when you said this: "I have personally seen reverse engineered JMA , and RSX that are identical to the real thing and they were mediocre." I can't do RSX but I have a custom ama that is superior to the KAMA and it isn't mediocre. And it isn't the JMA either. No...

You can't have it both ways. Either it outperforms the JMA or it doesn't. Fact: the HMA underperforms the JMA. Next.

I don't think you can patent an algorithm, but even if you could, why would you reveal said algorithm in a patent knowing every programming-savvy trader in the world would just co-opt it illegally to keep from paying you for it? Best to keep it a trade secret with encrypted software.

Thanks for the link but if you think the HMA outperforms the JMA, you haven't been paying attention.

Sources please. (Frankly I think I can come up with results better than your "reverse engineered JMA".) No, I don't work for Jurik, I've never met him or even bought any of his products, nor do I own any stock in Jurik Research. But the man definitely thinks outside the box and that makes...

The JMA can be a proxy for price. Instead of using raw price which fluctuates wildly and can/will produce many account-draining whipsaws, using the JMA as the fast MA in a cross-over strategy will cut down drastically on whipsaws while maintaining a low lag at the same time. Dunno where all...

It's pretty well accepted that the JMA is the best smoother. He even offers a money-back guarantee if you can come with an algorithm that performs as well; the details are posted at his website. He also offers a variety of other interesting indicators and trading tools. I believe it's well...

Unlike this website, which has scores of references to Jurik, a search reveals only four references at wilmott.com. Most of the four mentions refer to the book he edited, Computerized Trading. The fourth is a thread named "smoothing algorithms", and only the OP talks about the Jurik moving...

The only one I'm aware of is their customized version of the ever popular RSI which they call RSX. Frankly I don't see Mark Jurik doing anything with Lane's stochastic or Bollinger bands anytime soon.

I've searched and can't find any Ergodic Indicator for sale on Jurik's website. And the Ergodic is a publicly disclosed indicator already. So basically you're accusing Jurik of stealing and selling your settings to a free indicator? :confused: