Making the Jurik Moving Average More Adaptive with ATR

Summary

The document describes a variation of the Jurik Moving Average (JMA) that uses the Average True Range (ATR) to add another layer of adaptation. It notes that JMA already adapts to market volatility, so incorporating ATR makes the indicator “double adaptive.” The ATR period is set to match the JMA period, leaving no separate ATR-period input.

For use, the author suggests interpreting the indicator’s slope color as a possible signal of a trend change. The document says the approach appears acceptable, especially during high volatility, but supplies no chart, formula, backtest, performance figures, or rules for acting on the signal. It does not define the color scheme or explain how the ATR adjustment is calculated, so implementation and evaluation require information beyond this description. A change in slope color is presented as a potential cue, not as a confirmed reversal or a complete trading system.

Key ideas

• The indicator adds ATR-based adaptation to a JMA that already responds to volatility.
• The ATR period is tied to the JMA period, with no separate period setting described.
• Slope color is suggested as a possible cue for a trend change.
• The document offers no formula, performance evidence, or detailed trading rules.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.