Jurik Adaptive Moving Averages and Adaptive Moving averages in general

[satchel]

JMA, Kaufman, Hull, Tillson, Ehlers, ama, and any other as close to but not quite zero-lag attempts.

VERY decent for momentum exits, but not for entries / signal generation.
Use with another strategy (trend-finding) and it keeps you out of trades you might otherwise have taken (improved selection).

 

[panzerman]

Quote from satchel:

JMA, Kaufman, Hull, Tillson, Ehlers, ama, and any other as close to but not quite zero-lag attempts.

I don't think they are intended to be zero-lag, just low lag.

BTW it is trivial to make ANY MA a zero lag MA. Follow these steps:

1) Calculate the MA of price (any MA will do.)
2) Calculate the MA of the first MA using the same parameters.
3) Zero-lag MA = 2*MA1-MA2

Thank you very much, and now my fee please.