moey_dw wrote: Sat Jul 17, 2021 3:56 pm mr kvak do u know what difference is JURIK FILTER vs JURIK MOVING AVERAGE? or it is the same? sorry just a bit confused.............

Hi.
My english is not good but I think that's explained here by Mladen.

A short "forward" : igorad has, by his work on "Jurik filter", given us something of a great value. Finally it was not an indicator based on a decompiled code from Wealth lab, but an original work. But there were some things that were bugging me...

When comparing adaptive indicators (and JMA is adaptive) comparison should be done on longer periods.
Comparing them on a short period is simply not good enough (even some "non adaptive" averages can give very similar results to results given by adaptive indicators on a short period - it simply does
not have time enough to adapt properly) And then some differences emerged. Here is an example


Red is the JMA made after wealth lab decompiled code (coded by Nikolay Kositsin) and blue is igorads version.
Period 50, phase 0.

The issue is immediately visible. In some cases difference is significant. And that was bothering me. Not that I am a fan of JMA, but was curious why does it happen. So l made some changes. The changed version some of you are already using without knowing it (the jurik smoothed versions) It was a first attempt to remove that difference (it almost always happens after the gaps, but sometimes differences accumulate even in the calm periods) Here is a comparison of the 3. Additional green line is that version that was trying to remove that difference after the gaps (still period 50, phase 0).


And still some issues

Well, this is yet another version. The idea is to make even adapting adaptive. And the idea is, in the end, not to bother to much with JMA but to see what can be done in making a moving average that might be a bit faster than JMA but to preserve the smoothness and the response for sudden changes.

This is the result:


The yellow line is the newest one. Still period 50, smooth o. Differences do not happen just in periods like these (after the gaps), but in almost every sudden price change (an example with such fast changes)


At short periods they are almost the same but the differences start to show at longer periods. Tried to keep that relation since we do need smoothness at every period but we do need a fast response to reversals too on a long periods. The "1" in the name of the indicator is simply there because I am leaving this as an "open project": if I come up with something that might improve it, will post it. The changes made are (at least I feel so) improving the indicator a bit and that is the reason why I am posting it at this stage too

As of phase - this is a quote from Mark Jurik:

"JMA not only allows you to select "smoothness", but you can also fine tune with it's PHASE setting. PHASE lets you customize a trade-off between lag and overshoot, giving you greater control over JMA's behaviour."

• Phase +100 makes the ma overshoot
• Phase -100 makes it lag
• Phase 0 is a kind of a "neatural" setting

PS: the "Jurik Simple" is faster than the original JMA (it is an improved Jurik Moving Average) so do not expect to get exactly the same results.
As a rule of thumb, with the same parameters Jurik Simple will give signals earlier.