I compared the jurik filter period 9 to EMA period 9 to see if it gives better entries.Jimmy wrote: Sat Jun 19, 2021 2:27 pm To start off, we begin with the most basic version of Jurik Moving Average Filter for MT4 including the source code as kindly supplied by Mrtools.
Preliminary findings:
no earlier entries as long as you take trades in trend direction (and wait for candles to close)
some earlier entries in counter-trend direction (but - as we all know - some of those trades fail; so one would have to look at 100+ trades to see if they have a statisitcal edge at all.)
Maybe you'll tell me my findings are bullshit but have a look at it yourself
jurik green-orange
EMA blue-red