Jurik Moving Average with Stair-Step

Jurik Moving Average with Stair-Step Filter — Precision Smoothing with Event-Driven Signal Filtering

📌 Version:

Built in Pine Script v6, leveraging the full JMA core with an added stair-step threshold filter for discrete, event-based signal generation.

📌 Overview:

This enhanced Jurik Moving Average (JMA) combines the low-lag smoothing algorithm with a custom stair-step logic layer that transforms continuous JMA output into state-based, noise-filtered movement.

While the traditional JMA provides ultra-smooth, adaptive trend detection, it still updates continuously with each price tick. The Stair-Step version introduces a quantized output — the JMA value remains unchanged until price moves by a user-defined amount (in ticks or absolute price units). The result is a “digital” trend line that updates only when meaningful change occurs, filtering out minor fluctuations and giving traders clearer, more actionable transitions.

📌 How It Works:

✅ Adaptive JMA Core: Dynamically adjusts smoothing to volatility for ultra-low lag.
✅ Stair-Step Logic: Holds the JMA value steady until the underlying line moves by a chosen threshold.
✅ Event-Driven Updates: Each “step” represents a statistically significant change in market direction.
✅ Tick / Price-Based Sensitivity: Tune the filter to the instrument’s volatility, spread, or cost structure.

This dual-layer system blends JMA’s continuous adaptability with discrete regime detection — turning a smooth line into a decision-ready trend model.

📌 How to Use:

🔹 Bias Detection: Each new step indicates a potential regime shift or breakout confirmation.
🔹 Noise Reduction: Ideal in choppy or range-bound markets where traditional MAs over-react.
🔹 Automated Systems: Use stair transitions as clean event triggers for entries, exits, or bias flips.
🔹 Scalping & Swing Trading: Thresholds can be sized by tick, ATR, or volatility to match timeframe and cost tolerance.

📌 Why This Version Is Unique:

This is not just another moving average — it’s a stateful JMA, adding event-driven decision logic to one of the market’s most precise filters.

🔹 Discretized Trend Mapping: Flat plateaus define stability; steps define momentum bursts.
🔹 Reduced Whipsaws: Only reacts when moves exceed statistical or cost thresholds.
🔹 Execution-Grade Precision: Perfect for algorithmic strategies needing fewer false flips.

📌 Example Use:

Combine with VWAP, ATR, or momentum oscillators to confirm bias shifts. In automated strategies, use stair flips as “go / stop” states to control position changes or trade size adjustments.

📌 Summary:

The Jurik Moving Average with Stair-Step Filter preserves JMA’s hallmark smoothness while delivering a structured, event-driven representation of market movement.
It’s precision smoothing — now with adaptive noise gating — designed for traders who demand clarity, stability, and algorithm-ready signal behavior.

📌 Disclaimer:

This indicator is not affiliated with or derived from any proprietary Jurik Research algorithms. It’s an independent implementation that applies similar adaptive-smoothing principles, extended with a stair-step filtering mechanism for discrete trend transitions.