JMA Pass
Jurik Moving Average — Series Input
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Overview
JMA Pass applies the Jurik Moving Average to any upstream numeric series. Developed by Mark Jurik, JMA uses an adaptive filter that adjusts aggressively to fast moves while remaining very smooth during consolidation.
Formula
Adaptive phase-space filter with volatility band: phase = power-controlled adaptive smoothing constant JMA[t] = JMA[t−1] + e0·(x[t] − JMA[t−1])
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
| period | number | 10 | Base smoothing window length. |
| power | number | 2 | Controls the sharpness of the adaptive response. Higher = more aggressive. |
Inputs & Outputs
| Port | Direction | Type | Description |
|---|---|---|---|
| input | Input | (number | null)[] | Any numeric series (values + timestamps). |
| values | Output | (number | null)[] | Smoothed output series, null for warm-up bars. |
| timestamps | Output | number[] | Bar timestamps aligned with values. |