Jurik Moving Average

Overview

The Jurik Moving Average (JMA) is a sophisticated adaptive moving average developed by Mark Jurik that achieves the seemingly impossible combination of extreme smoothness and minimal lag. Using proprietary algorithms derived from military research on tracking moving targets, JMA adapts to market conditions in real-time, providing traders with a responsive yet stable trend-following tool.

What sets JMA apart is its unique non-linear filtering mechanism that addresses two critical aspects: handling price gaps without introducing lag, and reducing noise through adaptive volatility filtering. The result is a moving average that responds quickly to genuine price movements while ignoring minor fluctuations, making it superior to traditional moving averages for both trend identification and signal generation.

Interpretation & Trading Signals

Example Usage

Code examples will be available once the Rust implementation is complete.