This is Jurik RSX version that accepts price preliminarily filtered using the best original JMA' clone on TradingView . As Mr. Jurik noticed: "A smooth (low noise) trend is more efficient than a noisy trend. Given that RSX measures market trend direction and efficiency, it stands to reason that RSX would respond better (display larger dynamic range) when fed...
An oscillator form of the crossover system that was recommended by Mark Jurik. The oscillator is based on the Jurik Moving Average (JMA) and Double Weighted Moving Average (DWMA) convergence/divergence. I use the best original JMA' clone on TradingView that has the almost identical behaviour as the original one. I made it more pretty and added alerts for the...
This is a crossover system that was recommended by Mark Jurik. The system consists of Jurik Moving Average (JMA) and Double Weighted Moving Average (DWMA). In case of Jurik Moving Average I use the best original JMA' clone on TradingView that has the almost identical behaviour as the original one. As Mr. Jurik noticed: " JMA is ideal for the fast moving...
Hi everyone! Introduction A popular use for moving averages is to develop simple trading systems based on moving average crossovers. A trading system using two moving averages would give a buy signal when the shorter (faster) moving average advances above the longer (slower) moving average. A sell signal would be given when the shorter moving average crosses...
This is my best attempt to reproduce the original Jurik Moving Average. It differs from Jurik's a little bit, but in most cases it behaves like the original. Jurik Moving Average is known as a superior noise elimination (causal, nonlinear and adaptive) filter and a world class moving average that tracks and smoothes price charts or any market-related time...
Adopted to Pine from www.prorealcode.com . I haven't yet understood the details of the algorithm but it matches the original Jurik's RSX one to one. Jurik's RSX is a "noise free" version of RSI, with no added lag. To learn more about this indicator see www.jurikres.com . Good luck!
Hey there! This tool will help you to choose a moving average/filter that has the lowest lag throughout the whole history for the specified period. What does it do? It calculates the mean absolute errors for each moving average or filter and shows histogram with results. The lower error the lower lag of the moving average. So, the best average will be at the...
This indicator was originally developed by Mark Jurik. NOTE: If Mr. Jurik ask me to remove this indicator from public access then I will do it.
// A simple crossover strategy with 4 Jurik's moving average lines UPDATE
Bollinger Bands and MA crossovers, all based on Jurik MA
The clone of Jurik moving average function with a power argument The power argument allows to closely approximate price movements. The higher the power, the closer the fit. Also helps to find a balance between smoothing and fitting.