ZeroLagEMA[i] = Alpha*(2*Price[i]-Price[i-lag])+(1-Alpha)* ZeroLagEMA[i-1], where
Alpha = 2/(Length+1),
Lag = (Length-1)/2.
Download:
ZeroLagEMA.mq4- (1.71 KiB) Downloaded 1297 times
Zero-Lag Exponential Moving Average
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Zero-Lag Exponential Moving Average
by 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.
Download:
ZeroLagEMA[i] = Alpha*(2*Price[i]-Price[i-lag])+(1-Alpha)* ZeroLagEMA[i-1], where
Alpha = 2/(Length+1),
Lag = (Length-1)/2.
Download:
- Alexander.Gettinger
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Re: Zero-Lag Exponential Moving Average
by Apprentice » Fri Oct 02, 2015 6:42 am
TS2/Marketscope version can be found here.
viewtopic.php?f=17&t=62746
viewtopic.php?f=17&t=62746
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Apprentice - FXCodeBase: Confirmed User
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