Very smooth MA without lag

[sccz97]

here are the libraries. Feel free to play around. I've still not decided the best way to go about using jma with cci.

there are a few combinations but it boils down to:

JMA using closing price, typical prices or weighted typical price
CCI using JMA from either of the above and worign out the deviation from again either closing price, typical prices or weighted typical price.

Have yet to determine whihc the best combination is. While it's still faster than the regular CCI based of SMA it still lags the JMAs in terms of crossover. It's quite possible that the JMA's shoudl be used to trade and CCI to give the go ahead depending on the first differential of the CCI.

I'm currently working backtesting all possible JMA crossovers and CCIs. It's quite possible that the simple JMA crossover could be the best indicator, and that all you'd require would be to determine which two periods of the JMA to choose. The factors that would need to be taken into account are the spread of the two JMAs, first differnetial of the CCI, possibly a weighted implied volatility and correlation.

Anyway, let me know if you can make use of the libraries. Unfortunately they are a one off calculation and not cumulative. I've yet to add that as a method, but the calculations are so fast at the moment I haven't bothered to code it.

P.S. the code is pretty shoddy

[scorpion]

Thanks man. Much appreciated.

This is kewl!

[sccz97]

Originally Posted by scorpion

Thanks man. Much appreciated.

This is kewl!

no no, thank you! I'm sure you won't find this half as useful as the .NET wrapper you so kindly made publicly available!
What's mine is yours!

[Ravique]

Scorpion , if you have free time, could you code it in mql ( if possible ) so we , code dummies , could take a peek =) ?

[scorpion]

Ravique, the JMA in mql and mq4 have been coded already, and you the one who attached 'em here in the first page of this thread. Maybe you talk something else?

[scorpion]

Oh, are you talkin about CCI version of JMA, ravique?

[Ravique]

Yes, i am talking about the JMA_CCI .

Thank you for reminding about my posts though . =)))

[scorpion]

Ravique, just wrote the CCI and MACD version of JMA in http://www.fxfisherman.com/forums/showthread.php?p=1531. Cheers!