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Miha Kralj
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| **Signature** | [jma_signature](jma_signature.md) |
- JMA (Jurik Moving Average) is Mark Jurik's flagship adaptive smoother, recovered through decompilation of his proprietary AmiBroker/MetaTrader bina...
- Parameterized by `period`, `phase` (default 0), `power` (default 0.45).
- Output range: $-100$ to $+100$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- **Similar:** [KAMA](../kama/kama.md), [FRAMA](../frama/frama.md) | **Complementary:** JMA-based bands | **Trading note:** Jurik MA; gold standard for smoothness with minimal lag.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
JMA (Jurik Moving Average) is Mark Jurik's flagship adaptive smoother, recovered through decompilation of his proprietary AmiBroker/MetaTrader binaries. Unlike forum-sourced approximations that use exponential volatility smoothing, this implementation maintains a 128-bar volatility distribution and applies percentile trimming to derive a robust reference. The result: identical behavior to Jurik's commercial software within floating-point tolerance, including spike rejection during 3-sigma events where approximations diverge by 3-4%.
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## References
- Jurik Research. (1998-2005). "JMA White Papers." *jurikres.com* (archived).
- Kositsin, Nikolay. (2007). "Digital Indicators for MetaTrader 4." *Alpari Forum Archives*.
- Kositsin, Nikolay. (2007). "Digital Indicators for MetaTrader 4." *Alpari Forum Archives*.