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
ARSI (moving average)
ARSI (moving average)
- Attachments
-
- ARSI.xml
- (2.91 KiB) Downloaded 605 times
Last edited by Guest on 04 Apr 2009, edited 1 time in total.