Bill, You can not just use the same period for the various functions. You need to adjust the period so that the lag is the same, then compare the filter smoothness of the results (on real stock data). MA(TEMA) introduces both lead and lag into the filter. You need to set the period to about half of what you would for a simple MA.
BR, Dennis On Apr 25, 2008, at 12:06 PM, bilbo0211 wrote: > --- In [email protected], Dennis Brown <[EMAIL PROTECTED]> wrote: >> However, for a >> simple fixed period MA that performs better than any other simple >> filter I use MA(TEMA(Avg,Period),Period). Adjust the period to the >> same lag as other filters and see how smooth it is by comparison. It >> performs better for me than some filters that I have paid money for. >> Check it out. >> > > Both the Hull MA and Linear Regression curve both have much less lag > than MA(TEMA) and look pretty smooth to me. > > If you have not seen this: > > http://tuckerreport.com/indicators/ > > Tucker has interesting info on LRC and std err bands. > > Bill > > > ------------------------------------ > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > >
