# Jurik-Style Moving Average Design

`D07-F01-A19` · Technical Indicators → Trend Smoothing · archetype `series-transform` · difficulty 2/5 · verification **verified**

Full page: https://docs.thefintechbuilder.com/technical-indicators/trend-smoothing/jurik-style-moving-average-design/
Agent skill: `npx skills add IslamBaraka90/Fintech-Algorithms-Library` — https://docs.thefintechbuilder.com/guides/agent-skill/

## Install and import

```bash
npm install fintech-algorithms
```

```ts
import { jurikStyleMovingAverageDesign } from "fintech-algorithms/technical-indicators/trend-smoothing/jurik-style-moving-average-design";
```

## Signature

```ts
jurikStyleMovingAverageDesign(input)
```

Demonstrates the Jurik design idea without the proprietary internals: the current absolute bar-to-bar change is scored against its own `period`-bar average, and that score stretches a base smoothing constant between a floor and a ceiling before the average is applied to close.

## Parameters

| Name | Type | Required | Notes |
| --- | --- | --- | --- |
| `input` | `TopicInput` | yes | `bars` is a non-empty array of OHLCV records with strictly increasing `timestamp`, finite `open`, `high`, `low`, `close` and non-negative `volume`, all sharing one adjustment basis. From `parameters` this topic reads `period`, an integer of at least 2, default 14; `base_alpha`, default `2 / (period + 1)`; `volatility_sensitivity`, a finite number of at least 0, default 0.5; `minimum_alpha`, default 0.01; and `maximum_alpha`, default 0.8. The three alpha parameters must each be finite and between 0 and 1. |

## Returns

`TopicResult`

`series` and `latest` carry two keys, `value` and `alpha`, the smoothed close and the clamped constant actually used at that bar. Both are null for the first `period - 1` bars while the change baseline fills, so with the default period `ready_at` is 13.

## Warm-up

The first `period - 1 bars (13 at the default period of 14)` positions are `null`. The baseline is a simple average of `period` absolute changes, so nothing prints until index `period - 1`, where `value` is seeded with the close. `ready_at` is that index. A baseline of zero scores 0, which leaves `base_alpha` unmodified before clamping.

## Errors

- When `parameters.base_alpha`, `minimum_alpha`, or `maximum_alpha` is not a finite number between 0 and 1 — throws Error
- When `parameters.volatility_sensitivity` is negative or not finite — throws Error
- When `parameters.period` is not an integer of at least 2 — throws Error

## Complexity

Time `O(n * period)`, space `O(n)`.

## Worked example

Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

### Input

`input`:

```json
{
  "bars": [
    {
      "timestamp": "2024-01-02",
      "basis": "synthetic-unadjusted",
      "open": 100,
      "high": 101.45,
      "low": 98.695,
      "close": 100,
      "volume": 750000,
      "benchmark": 200
    },
    {
      "timestamp": "2024-01-03",
      "basis": "synthetic-unadjusted",
      "open": 101.49111452,
      "high": 103.38381693,
      "low": 100.05480022,
      "close": 101.78791214,
      "volume": 795117,
      "benchmark": 200.56326135
    },
    {
      "timestamp": "2024-01-04",
      "basis": "synthetic-unadjusted",
      "open": 102.45519048,
      "high": 104.6701838,
      "low": 100.91147007,
      "close": 102.9549389,
      "volume": 840234,
      "benchmark": 201.11020913
    }
  ],
  "parameters": {}
}
```

### Call

```ts
jurikStyleMovingAverageDesign(input)
```

### Returns

object with 9 fields: topic_id, title, state, ready, ready_at, series, latest, parameters, …

```json
{
  "topic_id": "D07-F01-A19",
  "title": "Jurik-Style Moving Average Design",
  "state": "calculated",
  "ready": true,
  "ready_at": 13,
  "series": {
    "value": [null, null, null, null, null, null],
    "alpha": [null, null, null, null, null, null]
  },
  "latest": {
    "value": 103.48082066608806,
    "alpha": 0.17224435187656212
  },
  "parameters": {},
  "diagnostics": {
    "causal": true,
    "input_count": 96
  }
}
```

## Verification and provenance

Tier: **verified** (via E).

The worked example below is the figure published in this algorithm's article, replayed and asserted by the test suite on every build. The arithmetic cannot drift without the build failing.

Both tiers guarantee the signature. Full explanation: https://docs.thefintechbuilder.com/guides/verification/

Generated from the docs.json payload shipped inside fintech-algorithms@0.13.0.
The signature and parameter list are checked against the compiled implementation at build time,
so a description that contradicts the code fails the build rather than reaching this file.

## Links

- Article (how it works, step by step): https://thefintechbuilder.com/technical-indicators/trend-smoothing/jurik-style-moving-average-design/
- Implementation source: https://github.com/IslamBaraka90/Fintech-Algorithms-Library/blob/main/src/technical-indicators/trend-smoothing/jurik-style-moving-average-design/impl.ts
- Package on npm: https://www.npmjs.com/package/fintech-algorithms
- Domain index for agents: https://docs.thefintechbuilder.com/technical-indicators/llms.txt