Beta testers wanted for a new very fast and stable MA

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whammer
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Beta testers wanted for a new very fast and stable MA

Postby whammer » 04 Dec 2011

If anyone is interested in Beta testing a newly developed Moving Average I would like to hear from you, particularly if you use moving averages in your trading and/or have some insight into them. I think you will find it interesting.

Respond here or amen.hammer@gmail.com

Pics were from Sunday evening E-mini trade --- description of MAs is on the "14 Per" chart


I should add that this is a preliminary to commercialization so it is a closed, read only study and will need your MC id which is used according to MC recommended procedures.

I have also added some of Monday's action in the euro
Attachments
EUR 21.28.png
EUR 21.28.png (60.07 KiB) Viewed 126 times
28 Per.png
MA 28 per Comp
28 Per.png (104.4 KiB) Viewed 141 times
14 Per.png
MA Comp
14 Per.png (94.59 KiB) Viewed 187 times
Last edited by whammer on 05 Dec 2011, edited 5 times in total.

sptrader
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Re: Beta testers for a new MA

Postby sptrader » 05 Dec 2011

I'd like to try it out..
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Re: Beta testers wanted for a new very fast and stable MA

Postby arjfca » 06 Dec 2011

whammer wrote:If anyone is interested in Beta testing a newly developed Moving Average I would like to hear from you, particularly if you use moving averages in your trading and/or have some insight into them. I think you will find it interesting.

Respond here or amen.hammer@gmail.com

Pics were from Sunday evening E-mini trade --- description of MAs is on the "14 Per" chart


I should add that this is a preliminary to commercialization so it is a closed, read only study and will need your MC id which is used according to MC recommended procedures.

I have also added some of Monday's action in the euro

Hello Whammer

Could you explain briefly on how yours MA could be more effective than the other proposed?. While I don't use MA for the moment, I do have some backtest that I would like to be process using MA.

Have a good day

Martin

whammer
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Re: Beta testers wanted for a new very fast and stable MA

Postby whammer » 06 Dec 2011

Hi Martin - Do you have another MA in mind or are you speaking generally?

If general I can say that I have compared the one I developed to essentially all of the MAs that are in general use. The goal is to make a MA as smooth as possible while making tradeoffs with lag/speed, hence there is some subjective balancing between conflicting ends. While everyone associates MAs with crossover strategies, their real importance is their use as price proxies for many other indicators. From what I have seen, the two best MAs out there are first, Mark Jurick's (the JMA) and second, the Hull MA. Jurick's is an outstanding piece of work that is fast, smooth, with low lag. Second would be the Hull MA - also outstanding. I consider the T3, exponential, weighted , their doubles and triples, their derivatives , the TEMAs, DEMAs , etc etc to be fairly useless for any trading purpose. I think speed is essential, but without smoothness (which is really noise filtering) it is not usable. I believe the MA I have developed is stronger in all those areas than the two I mentioned and which I give high marks and use.
It is with great caution that I say that, but I do believe that is true.

I hope this answers some questions and would be happy to answer anything further.
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Re: Beta testers wanted for a new very fast and stable MA

Postby TJ » 06 Dec 2011

here is a good collection of moving averages for you to compare... (zero-lag stuff too)
http://www.tradersxchange.com/viewforum.php?f=27

whammer
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Re: Beta testers wanted for a new very fast and stable MA

Postby whammer » 07 Dec 2011

Thank you Tj - I am always looking for new ideas. The first one I looked at and had to laugh was CSX-zero lag and it stated

"CSX is a zero-lag moving average that is far superior than AMA, and almost as good as the JMA from Jurik."

Anyway, I looked at the code and the reason it was better than average was it had adopted some ideas from the Hull MA, but it is not zero lag - there are no zero lag averages. The terminology comes from the title of one of Ehlers' papers "Zero Lag (Well, Almost)". People forget that critical "(Well, almost)", since Ehlers knows well there is no such thing.


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