construction and use of adaptive averages

TSOKAKIS · May 14, 2004

Tillson T3 should be handled with care, various "s" values may cause distorsion.
We may calibrate this distorsion to be, say, between DEMA10 and DEMA50.
For the details have a look at
http://www.elitetrader.com/vb/showthread.php?s=&threadid=30555

rognvald · May 14, 2004

Tsokakis

Thx for the warning and links on T3 - I'll investigate further - how to get the multiplier adjusting appropriately?

TSOKAKIS · May 15, 2004

Quote from rognvald:

Tsokakis

Thx for the warning and links on T3 - I'll investigate further - how to get the multiplier adjusting appropriately?

The calibration is described in #2 of the reference.
I prefer to limit the Ti3 distorsion between TEMA10 and TEMA20 or DEMA10 and DEMA30 to avoid absurd oscillations

rognvald · May 19, 2004

Tsokakis

Thank you

billpritjr · May 19, 2004

i have found that dual EMA, one short term and one long term, such as 5/30, works much better than any one "custom MA" such as KAMA, Jurik, etc.

in the end, a trend following system will never pick absolute tops or bottoms, no matter how customized or enhanced the MA is.

see ya

mind · May 19, 2004

it is not necessarily used in trend following context ...

billpritjr · May 19, 2004

ok no prob, just putting that out there

see ya

electron · May 19, 2004

Quote from billpritjr:

in the end, a trend following system will never pick absolute tops or bottoms, no matter how customized or enhanced the MA is.

It is not even supposed to, you want to see that a trend has already started, you cannot see it at the bottom or at the top...