This moving average was originally developed by professor Andreas Uhl in 2005 (The paper in German: www.buero-uhl.de). Here is the guy himself: wavelab.at
The strength of the CMA is that the current value of the time series must exceed the current volatility-dependent threshold, so that the filter increases or falls, avoiding false signals in weak phases.
The...
The Uhl MA crossover system was specifically designed to provide an adaptive MA crossover system that didn't committed the same errors of more classical MA systems. This crossover system is based on a fast and a slow moving average, with the slow moving average being the corrected moving average (CMA) originally proposed by Andreas Uhl, and the fast moving average...
