已更新
Jurik MA [lastguru]
Finally, the full Jurik Moving Average (JMA) implementation based on the reverse-engineered algorithm by Igor: c.mql5.com/forextsd/forum/164/jurik_1.pdf
Every JMA implementation I've seen is based on the Igor's document. For some reason, many of the implementations, however, are not true to the source. As far as I know, this is the first correct JMA implementation on TradingView (please write a comment or send a message if I'm wrong). As the Igor's document itself is incomplete, however, there is some grey area still...
I should also thank the authors of the current JMA implementations for the inspiration:
everget:
gorx1:
You can see the comparison with everget script on the chart above. The parameters are the same. My graph is in yellow.
This script is just an interface for my public libraries. Check them out for more information.
Every JMA implementation I've seen is based on the Igor's document. For some reason, many of the implementations, however, are not true to the source. As far as I know, this is the first correct JMA implementation on TradingView (please write a comment or send a message if I'm wrong). As the Igor's document itself is incomplete, however, there is some grey area still...
I should also thank the authors of the current JMA implementations for the inspiration:
everget:
gorx1:
You can see the comparison with everget script on the chart above. The parameters are the same. My graph is in yellow.
This script is just an interface for my public libraries. Check them out for more information.
版本注释
update to Pine Script v6版本注释
Unfortunately, the Igor's volatility calculation seem to have a bug in some specific cases (present in recent 5m BTCUSD chart), so I've added an alternative volatility calculation method that seems to work better on all symbols. The alternative calculation is almost identical to the original when the bug is not manifesting. The results are very close to what Jurik's official implementation produces (based on visual comparison to the official example charts). The difference becomes easily noticeable when the bug is manifesting: the original Igor's algorithm starts lagging as the volatility adaptation is not activating. I don't know whether the official Jurik implementation has the same problem as I don't have access to it to compare
Tips in TradingView Coins are appreciated
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这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
Tips in TradingView Coins are appreciated
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。