Adaptive Moving Average (AMA)

[flyboy 10]

Hi...anyone have any comments on "Jurik's" JMA or his other works? thanks

[Power555 10]

I recently purchased the JMA (comes with DMX),VEL, and RSX indicators. I find the JMA and RSX to be very beneficial, and VEL a distant third.

 

JMA is superior to HMA for reasons posted above: the phase element enables control of lag/overshoot. This is critically important.

 

The RSX is more than and RSI with JMA smoothing (I tried to avoid the expenditure, but could not code anything close).

 

For a short term trader these indicators can make a very positive difference.

[flyboy 10]

thanks for the reply...I'm just trying to get set up...I'll probably be getting the indicators...but I was thinking of using Multicharts, and they aren't supported on that platform.

 

Guess I'll check out some others....

 

thanks again....HF

[metalhead 10]

I recently purchased the JMA (comes with DMX),VEL, and RSX indicators. I find the JMA and RSX to be very beneficial, and VEL a distant third.

 

JMA is superior to HMA for reasons posted above: the phase element enables control of lag/overshoot. This is critically important.

 

The RSX is more than and RSI with JMA smoothing (I tried to avoid the expenditure, but could not code anything close).

 

For a short term trader these indicators can make a very positive difference.

 

Can you post some screenshots of when these indicators gave good signals and when they gave bad signals? Jurik's webpage doesn't have many examples of various time periods.

 

Thanks.

[Power555 10]

I would be glad to. I had a tough morning bowling with the kids, so give me some time.

If you, or anyone else, has a specific equity and time frame the'd like a shot of with the above indicators then let me know.

[flyboy 10]

hi....just wonder what you use for a platform?

 

I was looking at Multicharts...but it was mentioned to me that Amibroker is good with Jurik..

 

also look forward to your chart posts.....thanks

[Power555 10]

I use tradestation and have for the past several years.

 

This shot will be faily unexciting. The focus is on the 2 JMA's, yellow and cyan/red. I think the JMA is the basis for the value I see in Jurik. Happy to compare vs. HMA,Adaptive,Ema, etc., but that's been done elsewhere.

 

Again, tell me what you trade and would want to see and I'll do my best.

[Power555 10]

next time I'll use bitmap for more detail

[Tams 20]

next time I'll use bitmap for more detail

bitmap file size is too big.

use GIF for charts, the foot print is smaller, and it gives more even coloring.

i.e. less noise/snowflake on the flat background.

[Power555 10]

bitmap file size is too big.

use GIF for charts, the foot print is smaller, and it gives more even coloring.

i.e. less noise/snowflake on the flat background

Edited February 15, 2009 by Power555

[Power555 10]

bitmap file size is too big.

use GIF for charts, the foot print is smaller, and it gives more even coloring.

i.e. less noise/snowflake on the flat background.

 

Great idea. Could you provide the steps to do this in TS 8.x? I don't see GIF as an option.

[Guest Bodhi Dharma Zen]

hello all, I just introduced myself in the appropriate thread. I'm very interested in adaptive signals and have read this thread with attention. Can someone upload a graph comparing "normal" moving averages against the adaptive ones?

 

And I also would like to know if someone has an automated trading strategy using this indicator?

[dnarby 10]

(Noob questions) - I've Been looking for a way to chart this for awhile, what software did you use?

[Tams 20]

I have posted 2 comparative charts at the bottom of this thread:

 

http://www.traderslaboratory.com/forums/f46/quick-ma-4504.html

Edited July 4, 2009 by Tams

[Stefan 10]

The backtest of Kaufman's AMA is on: Review: Perry Kaufman on Targets (Period No. 1) | Strategies | Oxford Capital Strategies Ltd. AMA seems to have an average performance on a large portfolio.