Jurik Adaptive Moving Averages and Adaptive Moving averages in general

[Gueco]

Quote from intradaybill:

The intention when using indicators is not to predict anything at all. If you think that, you got a long way to go, I am sorry to say that.

this is a ridiculous comment, is your goal is to trade randomly ?

the funny thing is that you are trying to look smart

 

[monti1a]

I never understood the incessant need by novice traders to use a zero-lag moving average.....zero-lag to what???? price???

Just use price....duh

 

[kut2k2]

Quote from monti1a:

I never understood the incessant need by novice traders to use a zero-lag moving average.....zero-lag to what???? price???

Just use price....duh

Price is noisy. The goal is to find a way to significantly reduce noise without introducing much lag. Hence the interest in adaptive moving averages, several of which unquestionably outperform conventional MAs in the smoothness versus lag trade-off. No serious trader is going for zero lag; that's unrealistic. But low lag is very feasible.

 

[kut2k2]

Quote from kiwi_trader:

You could measure accuracy by doing a statistical analysis of price vs the ma ... perhaps sqrt of average distance squared. Smoothness wouldn't be too hard either.

So they're claiming that conventional averages are more accurate than the adaptives. That doesn't make sense to me. And how do you measure smoothness? I know it isn't easy because I've yet to see anybody do it.

 

[ronblack]

Quote from kut2k2:

Hence the interest in adaptive moving averages, several of which unquestionably outperform conventional MAs in the smoothness versus lag trade-off.

Results please. "Unquestionably" is used by priests when they talk about God.

 

[kut2k2]

Quote from ronblack:

Results please. "Unquestionably" is used by priests when they talk about God.

Look at the charts in the link provided by topstep. Or go to Mark Jurik's website for JMA charts.

 

[trading spaces]

Why do jurik indicators still only run on windows xp? Missing quite a large market.

 

[GTS]

Quote from trading spaces:

Why do jurik indicators still only run on windows xp? Missing quite a large market.

Undoubtedly it has to do with their over-the-top anti-piracy method which probably don't work under Win7.

 

[murray t turtle]

Quote from Robertwiz:

Hello,

Two questions:

1. Has anyone ever had any experience using the Jurik Adaptive Moving Average? If so, how useful and effective is it?

2. What Adaptive type moving average if any actually can truly adapt to the market.

I would appreciate your thoughts on this matter?

Thanks

========
RobertWise;
1. No;
frankly studied/tested moving averages, so much, simply dont see much point in a new one@ this time.......................Perry Kauffman designed the ''adaptive ma'' but i like his books better than that ''new'' moving average....

2.I like simple, exponential, & volume weighted MA can be useful...;
all of them , all lengths have thier advantages/disadventages.
50 period,200, 50 period ma still help.

About the ONLY problem with moving averages, theyre not useful in sideways/slop trends; but that not the MA fault, sofind a way to ''adapt'' to that defect......................................................

Wisdom is profitable to direct.

 

[intradaybill]

Quote from GTS:

Undoubtedly it has to do with their over-the-top anti-piracy method which probably don't work under Win7.

There is no such thing as an anti-piracy method that works. When a program must load in memory and run it cannot be protected by definition. Hackers just dump the running code into a new executable and there they go. Sad but true.