ZeroLagTEMA, ZeroLagDEMA - EasyLanguage Programming | futures io social day trading
futures io futures trading


ZeroLagTEMA, ZeroLagDEMA
Updated: Views / Replies:2,836 / 4
Created: by Laurent Attachments:0

Welcome to futures io.

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

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

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

Reply
 
Thread Tools Search this Thread
 

ZeroLagTEMA, ZeroLagDEMA

  #1 (permalink)
Elite Member
France
 
Futures Experience: Advanced
Platform: MC, MetaTrader
Favorite Futures: Stocks, Turbos, FX
 
Laurent's Avatar
 
Posts: 36 since Nov 2010
Thanks: 13 given, 8 received

ZeroLagTEMA, ZeroLagDEMA

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);


Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,602 received
Forum Reputation: Legendary


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:
 
  #4 (permalink)
Elite Member
Houston,Tx
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: TF
 
ThatManFromTexas's Avatar
 
Posts: 2,302 since Feb 2010
Thanks: 1,208 given, 4,293 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:
 
  #5 (permalink)
Elite Member
Auckland
 
Futures Experience: Advanced
Platform: Ninja Trader
Broker/Data: Zen-Fire
Favorite Futures: CL and ES
 
Posts: 710 since Apr 2010
Thanks: 3,720 given, 661 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

Reply With Quote
The following 2 users say Thank You to sharmas for this post:

Reply



futures io > > > > > ZeroLagTEMA, ZeroLagDEMA

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     


All times are GMT -4. The time now is 04:00 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, 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
Page generated 2017-12-17 in 0.09 seconds with 18 queries on phoenix via your IP 107.20.115.174