Bill, I don't generally trade off any straight MA. I use them in ways that add more lead into them. This would increase the noise, so having a smooth MA to start with gives me more useable gain in compensators. But like I said, I prefer to use adaptive moving averages for my work as the starting point. Removing lag is something I play with a lot. I also use a lot of statistical based functions. There are uses for all of them. But the greatest use is in learning what these functions are indirectly telling you about the data --which has all the direct information available with very little lag. Too deep a subject for a simple post.... :-)
BR, Dennis On Apr 26, 2008, at 8:49 PM, bilbo0211 wrote: >>> You need to set the period to about half of what you would for a > simple MA.<< > > That implies the lag is about twice what a sma is. > >>> 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).<< > > I'm not sure how you are measuring smoothness, I suppose it means the > slowness with which the curve reacts to changes in prices. A period of > about 3 times the MA(TEMA) period has the hullma and lrc very close in > shape and lag to the MA(TEMA). > > I have not found ma's to be very useful because they lag prices by too > much, to some extent it depends on what you are using the ma for. > Using them for a trailing stop is OK because you are taking advantage > of the lagging property. The same goes for dynamic S/R; however, I > prefer to use statistical measures. > > Bill > > --- In [email protected], Dennis Brown <[EMAIL PROTECTED]> wrote: >> >> 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 <see3d@> 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 >>> >>> >>> >> > > > > ------------------------------------ > > 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 > > >
