ARSI (moving average)

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Guest

ARSI (moving average)

Postby Guest » 01 Apr 2009

I never actually tried Jurik' products, but the impressive description you made of it incited me to drop a line on their website, requesting the porting to MC. No answer yet.

For those who are interested in an MA with reduced lag, I would suggest trying ARSI (documented in the excellent book of Perry Kaufman "New Trading Systems and Methods" - Ed Wiley).

I am attaching a small library with the code of this MA. I find it quite interesting.

Pierre
Attachments
ARSI.xml
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Last edited by Guest on 04 Apr 2009, edited 1 time in total.

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