BTW, the moving average in jma.mq4 is NOT a "simple raised-cosine-windowed root-nyquist filter with the coeffs tweaked". It's a series of nested exponential moving averages (see jma.mq4 to understand what the code actually does). I am not convinced ...

Optimized Trend Trading

jma.mq4 — Does anyone know where jma.mq4 came from? Has anybody tested jma.mq4 to see if it gives the same results as the actual Jurik JMA? On Jurik's website there is there is an excel file showing actual JMA results against 16 different ...

Jurik Moving Average

Thanks for your answer; I was just wondering if you were quantifying smoothness in some way. I understand. Thanks again for taking the time to answer my question - looking forward to more of your tutorial posts!

Optimized Trend Trading

Codebreaker, Thanks very much for your tutorials - very enlightening. I've been able to duplicate your plots in MATLAB but have one question. Can you explain what you mean when you say the blue line has the smoothing equivalent of a 39-bar SMA? The ...

Optimized Trend Trading