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
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.