OPEN-SOURCE SCRIPT
已更新 Jurik Moving Average (JMA)

Overview
Jurik Moving Average (JMA) is an adaptive moving average developed by Mark Jurik, widely regarded as one of the most powerful moving averages available to traders. This implementation provides a direct Pine Script translation of the reverse-engineered JMA algorithm
What Makes JMA Special
Unlike traditional moving averages, JMA adapts to market volatility in real-time. This "triple adaptive" approach allows JMA to:
The Triple Adaptive Edge
JMA employs a three-stage smoothing process:
This approach combines with a dynamic volatility-based factor (alpha) that adapts to market conditions, making JMA superior to traditional moving averages in most situations.
Key Parameters
Period: Controls the lookback period (default: 14)
Phase: Adjusts the heaviness of the indicator (-100 to 100, default: 0)
Power: Smoothing factor (0.1-0.9, default 0.45)
Higher values create smoother curves
Lower values create more responsive but choppy curves
Jurik Moving Average (JMA) is an adaptive moving average developed by Mark Jurik, widely regarded as one of the most powerful moving averages available to traders. This implementation provides a direct Pine Script translation of the reverse-engineered JMA algorithm
What Makes JMA Special
Unlike traditional moving averages, JMA adapts to market volatility in real-time. This "triple adaptive" approach allows JMA to:
- Reduce lag significantly while maintaining exceptional smoothness
- React quickly during trending markets
- Filter out noise during consolidation phases
- Provide clearer trend signals with fewer whipsaws
The Triple Adaptive Edge
JMA employs a three-stage smoothing process:
- Preliminary smoothing via an adaptive EMA
- Secondary smoothing using a Kalman filter with phase adjustment
- Final smoothing through a unique Jurik adaptive filter
This approach combines with a dynamic volatility-based factor (alpha) that adapts to market conditions, making JMA superior to traditional moving averages in most situations.
Key Parameters
Period: Controls the lookback period (default: 14)
Phase: Adjusts the heaviness of the indicator (-100 to 100, default: 0)
- Positive values reduce lag but may cause overshoot
- Negative values increase smoothness but reduce responsiveness
Power: Smoothing factor (0.1-0.9, default 0.45)
Higher values create smoother curves
Lower values create more responsive but choppy curves
發行說明
Jurik Moving Average (JMA) is an adaptive moving average developed by Mark Jurik, widely regarded as one of the most powerful moving averages available to traders. This implementation provides a direct Pine Script translation of the reverse-engineered JMA algorithm; the true original algorithm was never published.What Makes JMA Special
Unlike traditional moving averages, JMA adapts to market volatility in real-time. This "triple adaptive" approach allows JMA to:
- Reduce lag significantly while maintaining exceptional smoothness
- React quickly during trending markets
- Filter out noise during consolidation phases
- Provide clearer trend signals with fewer whipsaws
JMA employs a three-stage smoothing process:
- Preliminary smoothing via an adaptive EMA
- Secondary smoothing using a Kalman filter with phase adjustment
- Final smoothing through a unique Jurik adaptive filter
This approach combines with a dynamic volatility-based factor (alpha) that adapts to market conditions, making JMA superior to traditional moving averages in most situations.
Key Parameters
Period: Controls the lookback period (default: 14)
Phase: Adjusts the heaviness of the indicator (-100 to 100, default: 0)
- Positive values reduce lag but may cause overshoot
- Negative values increase smoothness but reduce responsiveness
Power: Smoothing factor (0.1-0.9, default 0.45 - usually hard-coded and not exposed)
- Higher values create smoother curves
- Lower values create more responsive but choppy curves
發行說明
Jurik Moving Average (JMA) is an adaptive moving average developed by Mark Jurik, widely regarded as one of the most powerful moving averages available to traders. This implementation provides a direct Pine Script translation of the reverse-engineered JMA algorithm. Original proprietary algorithm was never published.Unlike traditional moving averages, JMA adapts to market volatility in real-time. This "triple adaptive" approach allows JMA to:
- Reduce lag significantly while maintaining exceptional smoothness
- React quickly during trending markets
- Filter out noise during consolidation phases
- Provide clearer trend signals with fewer whipsaws
JMA employs a three-stage smoothing process:
- Preliminary smoothing via an adaptive EMA
- Secondary smoothing using a Kalman filter with phase adjustment
- Final smoothing through a unique Jurik adaptive filter
This approach combines with a dynamic volatility-based factor (alpha) that adapts to market conditions, making JMA superior to traditional moving averages in most situations.
Key Parameters
Period: Controls the lookback period (default: 14)
Phase: Adjusts the heaviness of the indicator (-100 to 100, default: 0)
Positive values reduce lag but may cause overshoot
Negative values increase smoothness but reduce responsiveness
Power: Smoothing factor (0.1-0.9, default 0.45)
Higher values create smoother curves
Lower values create more responsive but choppy curves
發行說明
Added Jurik Volatility BandsFixed edge conditions
Fixed calculation of vSum and aVolty
開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
github.com/mihakralj/pinescript
A collection of mathematically rigorous technical indicators for Pine Script 6, featuring defensible math, optimized implementations, proper state initialization, and O(1) constant time efficiency where possible.
A collection of mathematically rigorous technical indicators for Pine Script 6, featuring defensible math, optimized implementations, proper state initialization, and O(1) constant time efficiency where possible.
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
github.com/mihakralj/pinescript
A collection of mathematically rigorous technical indicators for Pine Script 6, featuring defensible math, optimized implementations, proper state initialization, and O(1) constant time efficiency where possible.
A collection of mathematically rigorous technical indicators for Pine Script 6, featuring defensible math, optimized implementations, proper state initialization, and O(1) constant time efficiency where possible.
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。