Indicador
Bollinger
JMA
Logotipo de "JMA"
03/09/2025
1
Desktop
Desde 25/03/2025
Ventas
1
Imagen cargada de "JMA"Imagen cargada de "JMA"Imagen cargada de "JMA"Imagen cargada de "JMA"Imagen cargada de "JMA"Imagen cargada de "JMA"Imagen cargada de "JMA"Imagen cargada de "JMA"

The Jurik smoothing includes 3 stages:

1st stage - preliminary smoothing by adaptive EMA: MA1 = (1-alpha)*Price + alpha*MA1[1];

2nd stage - one more preliminary smoothing by Kalman filter: Det0 = (Price - MA1)*(1-beta) + beta*Det0[1]; MA2 = MA1 + PR*Det0;

3rd stage - final smoothing by unique Jurik adaptive filter: Det1 = (MA2 - JMA[1]) * (1-alpha)^2 + alpha^2 * Det1[1]; JMA = JMA[1] + Det1;

where: - Price - Price Series - alpha - dynamic factor(will be described below) - beta - periodic ratio = 0.45*(Length-1)/(0.45*(Length-1)+2) - PR - Phase Ratio: PR = Phase/100 + 1.5 (if Phase < -100 then PR=0.5, if Phase > 100 then PR=2.5).

Figure 1. Sample chart with all stages of Jurik Smoothing. You can see results (Figure 1) of each stage by means of attached indicator JurikFilter_v2, changing FilterMode: 0 - final stage(JMA) 1 - 1st stage 2 - 2nd stage 3 - only final(without preliminary) smoothing.

The Dynamic Factor is periodic factor (beta) raised to a power (pow):

alpha = beta ^ Pow,

where: - pow = rVolty ^ pow1 - rVolty - relative price volatility - pow1 - power of relative volatility with following formula: pow1 = len1 - 2 (if pow1 < 0.5 then pow1 = 0.5),

where len1 - additional periodic factor: len1 = Log(SquareRoot(len))/Log(2.0) + 2 (if len1 < 0 then len1 = 0).

Thus you can see that the Dynamic factor is based on the relative price volatility giving the required adaptability for this kind of the price filter.

The formula for relative price volatility is rVolty = Volty/AvgVolty (if rVolty > len1^(1/pow1) then rVolty = len1^(1/pow1), if rVolty < 1 then rVolty = 1),

where:

- Volty - price volatility based on calculation of so-called Jurik Bands (VisualMode = 1).

- AvgVolty - average volatility for which Jurik use difficult enough algorithm of calculation: AvgVolty = Average(vSum,AvgLen),

where:

- vSum - incremental sum of (Volty - Volty[10])/10;

- AvgLen - period of average (Jurik use 65).

In my version of Jurik Filter I use simple average instead of Jurik's complex averaging

Moreover, with attached indicator JurikVolty_v1(Figure 2) you can see values for Volty (VisualMode=0), vSum (VisualMode=1) and AvgVolty(red dotted line).

The formula for price volatility is Volty = max between Abs(del1) and Abs(del2), if Abs(del1) = Abs(del2) then Volty = 0,

where: - del1 - distance between price and upper band del1 = Price - UpperBand - del2 - distance between price and lower band del2 = Price - LowerBand The Jurik Bands are different from any known price bands such as Bollinger, Keltner, Donchian, Fractal and so on: if del1 > 0 then UpperBand = Price else UpperBand = Price - Kv*del1 if del2 < 0 then LowerBand = Price else LowerBand = Price - Kv*del2,

where: - Kv - volatility's factor Kv = bet ^ SquareRoot(pow2). It's easy to see that these bands can be a basis for trend following indicator like Wilder's Parabolic. So, you can see we practically don't have obscure places in the algorithm of Jurik Moving Average(JMA)

0.0
Valoraciones: 0
Valoraciones de clientes
Este producto todavía no se ha valorado. ¿Ya lo ha probado? Sea el primero en informar a otros.
Puede interesarle
IR Coral
Coral indicator
Indicador
Commodities
Forex
Crypto
+1
timer
This is a simple indicator to show the remaining time of a candle
Open Trade ProfitV1
A simple indicator that tracks the value of your open trades in pips.
Indicador
Indices
Breakout
Commodities
+3
Daily Levels
The "Daily Levels" indicator is used to display last week's and yestoday high/low price
Order Flow Ticks v2.0
Order Flow Ticks v2.0
Indicador
RSI
XAUUSD
Breakout
+5
BOS & CHOCH
Market structural patterns , specifically the concepts of Change of Character (ChoCH) 🔄 and Break of Structure (BoS) 💥
VegaXLR - Fibonacci Alerts
Alerts you when price touches Fibonacci levels. Stay organized and trade efficiently!
Candle Timer & Strength Demo
Candle Timer & Strength DEMO for cTrader This is a DEMO version of the Candle Timer & Strength indicator. You can use al
Indicador
Bollinger
E7 Indicators Free Overlays
Bollinger Band Cloud, Heiken Ashi, Trend Follower and Parabolic SAR.
Indicador
Signal
Scalping
[Stellar Strategies] Linear Regression Candles 1.1
Approach to price analysis by visualizing candlestick data through the lens of linear regression slopes 📈📉
Indicador
Indices
Commodities
Forex
Institutional FVG Zones MTF with Confluence
Professional Fair Value Gaps with multitimeframe spot on
HTFBB
Plot higher-timeframe Bollinger Bands for clearer structure, pullback zones, and breakout signals—without switching char
Indicador
Indices
XAUUSD
Commodities
+5
cAlgoBuddy - Chaos Reversals
The cTrader Chaos Reversals indicator brings high-quality reversal signals to traders.
Alpha Sentiment Pro
Alpha Sentiment Pro - See the Market's Pulse Before It Moves
Indicador
NAS100
NZDUSD
XAUUSD
+11
FBX VWAP
FBX VWAP Anchored — Professional VWAP
IR Moving Average
 this moving include everything that a trader needs from Moving Average.
Indicador
Indices
Forex
USDJPY
Yen Index w HMA
Yen Index
Indicador
Signal
FairValueGap-PremiumVersion1
This Fair Value Gap (FVG) indicator is a technical analysis on multi-timeframe.