Zero-Lag Exponential Moving Average
Posted: 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: