ZeroLagTEMA, ZeroLagDEMA - futures io
futures io



ZeroLagTEMA, ZeroLagDEMA


Discussion in EasyLanguage Programming

Updated
      Top Posters
    1. looks_one Quick Summary with 1 posts (0 thanks)
    2. looks_two Fat Tails with 1 posts (2 thanks)
    3. looks_3 Laurent with 1 posts (0 thanks)
    4. looks_4 ThatManFromTexas with 1 posts (2 thanks)
    1. trending_up 4,011 views
    2. thumb_up 6 thanks given
    3. group 2 followers
    1. forum 4 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 150,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

ZeroLagTEMA, ZeroLagDEMA

(login for full post details)
  #1 (permalink)
 Laurent 
France
 
Experience: Advanced
Platform: MC, MetaTrader
Trading: Stocks, Turbos, FX
 
Laurent's Avatar
 
Posts: 36 since Nov 2010
Thanks: 13 given, 8 received

I'm looking for the good formulas for these moving averages...

For the ZeroLagTEMA is it....

1.


Quoting 
Inputs:
Series ( NumericSeries ),
Len ( NumericSimple );

Variables:
TEMA0 ( 0 ),
TEMA1 ( 0 );

TEMA0 = TEMA(Series, Len);
TEMA1 = TEMA(TEMA0, Len);

ZeroLagTEMA = TEMA0 + (TEMA0 - TEMA1);

or

2.

Quoting 
Inputs:
Series ( NumericSeries ),
Len ( NumericSimple );

Variables:
TEMA0 ( 0 ),
TEMA1 ( 0 ),
ZL (0);

TEMA0 = TEMA(Series, Len);
TEMA1 = TEMA(TEMA0, Len);

ZL = TEMA0 + (TEMA0 - TEMA1);
ZeroLagTEMA = TEMA(ZL, Len);

For the ZeroLagDEMA is it....

Quoting 
Inputs:
Series ( NumericSeries ),
Len ( NumericSimple );

Variables:
DEMA0 ( 0 ),
DEMA1 ( 0 );

DEMA0 = DEMA(Series, Len);
DEMA1 = DEMA(DEMA0, Len);

ZeroLagDEMA = DEMA0 + (DEMA0 - DEMA1);

or

2.


Quoting 
Inputs:
Series ( NumericSeries ),
Len ( NumericSimple );

Variables:
DEMA0 ( 0 ),
DEMA1 ( 0 ),
ZL ( 0 );

DEMA0 = DEMA(Series, Len);
DEMA1 = DEMA(DEMA0, Len);

ZL = DEMA0 + (DEMA0 - DEMA1);
ZeroLagDEMA = DEMA(ZL, Len);


Started this thread Reply With Quote

Can you help answer these questions
from other members on futures io?
IKYP - How I solved email troubles on VPS
NinjaTrader
Reaching Customer Service
NinjaTrader
Asking Wall Street Billionaire for Investment Advice
Psychology and Money Management
CME 2023 Fee Increases (MES +16%!)
Traders Hideout
 
 
(login for full post details)
  #3 (permalink)
 Fat Tails 
Market Wizard
Berlin, Europe
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,878 since Mar 2010
Thanks: 4,238 given, 26,936 received


A short answer first:

There is no such thing as a ZeroLag moving average. The only indicator that has zerolag is price itself, unless you make an assumption on the underlying data series to be a perfect trendline or sinoidal cycle.

The moving average produces smoothing and pays for it by introducing a lag.

The various methods to reduce the lag produce low lag moving averages as they should be called correctly. Possibly there is an infinite variety of low lag moving averages, so there cannot be any correct formula.

You can test on your chart, whether the above moving averages are low lag moving averages or not.

Reply With Quote
The following 2 users say Thank You to Fat Tails for this post:
 
(login for full post details)
  #4 (permalink)
 ThatManFromTexas 
Houston,Tx
 
Experience: Advanced
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: TF
 
ThatManFromTexas's Avatar
 
Posts: 2,302 since Feb 2010
Thanks: 1,206 given, 4,345 received


Fat Tails View Post
A short answer first:

There is no such thing as a ZeroLag moving average. The only indicator that has zerolag is price itself, unless you make an assumption on the underlying data series to be a perfect trendline or sinoidal cycle.

The moving average produces smoothing and pays for it by introducing a lag.

The various methods to reduce the lag produce low lag moving averages as they should be called correctly. Possibly there is an infinite variety of low lag moving averages, so there cannot be any correct formula.

You can test on your chart, whether the above moving averages are low lag moving averages or not.

I bet you tell children there is no Santa Clause either...

There really used to be an Easter Bunny... but Santa Clause ate it for Christmas Dinner...

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
Reply With Quote
The following 2 users say Thank You to ThatManFromTexas for this post:
 
(login for full post details)
  #5 (permalink)
 sharmas 
Auckland
 
Experience: Advanced
Platform: Ninja Trader
Broker: Zen-Fire
Trading: CL and ES
 
Posts: 778 since Apr 2010
Thanks: 3,821 given, 749 received


ThatManFromTexas View Post
I bet you tell children there is no Santa Clause either...

There really used to be an Easter Bunny... but Santa Clause ate it for Christmas Dinner...

One of many humor filled replies from TMFT

The Guy is a Legend

sharmas

Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to sharmas for this post:


futures io Trading Community Platforms and Indicators EasyLanguage Programming > ZeroLagTEMA, ZeroLagDEMA


Last Updated on February 3, 2012


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
     



Copyright © 2022 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts