Concept

JMA

JMA is a Trend concept. The Library holds 3 implementations, each one a working definition you can pull into Quant.

Jurik

Top JMA indicators

3 total

What is JMA?

JMA (the Jurik Moving Average) is an adaptive moving average developed by Mark Jurik of Jurik Research. It attacks the trade-off every smoother faces: reducing noise means adding lag. Instead of weighting bars with a fixed scheme the way an SMA or EMA does, JMA adjusts its smoothing bar by bar in response to recent price behavior, hugging price through fast directional moves and flattening through congestion. The result is a curve designed to stay unusually smooth for how little it lags.

Two things distinguish JMA in practice. First, the exact algorithm is proprietary: Jurik Research never published it, so the versions found on public charting platforms are reverse-engineered approximations that can differ slightly from one another. Second, common ports expose a phase input (typically from -100 to +100) alongside length: higher phase lets the average turn earlier at the cost of overshoot, lower phase suppresses overshoot at the cost of extra lag. That dial matters because no setting removes the trade-off; it only chooses where to sit on it.

How traders use it

  • As a drop-in replacement for a standard moving average in crossover logic, aiming for similar smoothness at lower lag; whether that improves results depends on the market and must be tested, not assumed.
  • As a trend baseline: price holding above a rising JMA (or below a falling one) sets directional bias, and the line's direction feeds slope filters and regime rules.
  • As a smoothing core inside other tools: applying JMA smoothing to an oscillator such as RSI, or to a volume series, cuts noise before any signal logic runs.
  • As dynamic support or resistance in trends, watching how pullbacks behave around the line; like any moving average, it marks a zone of interest, not a floor that must hold.

JMA vs similar moving averages

HMA: Both target low lag. HMA gets there with a fully public construction (a weighted combination of WMAs) and is prone to overshoot at sharp turns; JMA gets there with a proprietary adaptive filter that also adjusts to volatility.

KAMA: KAMA adapts through Kaufman's efficiency ratio and deliberately goes near-flat in choppy conditions. JMA adapts through Jurik's own volatility logic and generally tracks price more closely, with the exact mechanics undisclosed.

T3: T3 reaches smooth-but-responsive through a fixed cascade of EMAs with a tunable volume factor, identical on every bar. JMA changes its behavior bar by bar as conditions change.

Related concepts · Moving-average lineage

Concept family

Trend

100 concepts mapped · 88 in the Library

JMA FAQ

Is the JMA formula public?

No. Jurik Research licenses the original algorithm and has never published it. Public implementations are reverse-engineered approximations built to match its documented behavior, which is why two JMA scripts can print slightly different values on the same chart. Treat any public JMA as an approximation of the original rather than the original itself.

What does the phase setting on JMA do?

Phase (commonly ranging from -100 to +100) sets the balance between lag and overshoot. Higher values let the average turn earlier but allow it to overshoot at reversals; lower values damp overshoot and add lag. It repositions the trade-off rather than eliminating it, so there is no universally correct value.

Is JMA better than an EMA?

It is smoother per unit of lag by design, which many traders prefer, but that does not translate into guaranteed better signals. Any moving average, however adaptive, whipsaws in ranging markets and lags at true turning points. Treat JMA as a different point on the smoothness-lag curve and test it in your own context.

Build JMA your way.

Quant writes, tests, and refines it with you — then it runs on LuxAlgo charting or ports to TradingView.