bk -- you can't understand the code, its high math. But go
to the Jurik website and look at the JMA moving average. It's
not what matt is using but it will give you the idea -- its a no
lag (or very little lag) moving average that immediately corrects
for a gap.
bk -- you can't understand
since a few of you asked, here's some examples of ...
Posted by Michael on 10th of Mar 2009 at 01:51 pm
bk -- you can't understand the code, its high math. But go to the Jurik website and look at the JMA moving average. It's not what matt is using but it will give you the idea -- its a no lag (or very little lag) moving average that immediately corrects for a gap.
mine is not Jurik and
Posted by matt on 10th of Mar 2009 at 02:02 pm
mine is not Jurik and is not a zero lag MA. the MA's are simple EMAs with the gap taken out. I actually don't like Jurik's MA's
Matt, What moving averages do you
Posted by poohnana on 10th of Mar 2009 at 02:11 pm
Matt,
What moving averages do you use and on what time frame for this gap system? I could not tell from the charts as they were not all there. Thank
that's pretty cool. Wonder what
Posted by Michael on 10th of Mar 2009 at 02:11 pm
that's pretty cool. Wonder what you don't like about Jurik? Maybe tell me sometime if you have a minute...................