Zero-Lag Exponential Moving Average

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Zero-Lag Exponential Moving Average

Postby Alexander.Gettinger » Wed Oct 09, 2013 5:28 pm

Formulas:
ZeroLagEMA[i] = Alpha*(2*Price[i]-Price[i-lag])+(1-Alpha)* ZeroLagEMA[i-1], where
Alpha = 2/(Length+1),
Lag = (Length-1)/2.

ZeroLagEMA_MQL.PNG


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Re: Zero-Lag Exponential Moving Average

Postby Apprentice » Fri Oct 02, 2015 6:42 am

TS2/Marketscope version can be found here.
viewtopic.php?f=17&t=62746
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