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ZeroLagTEMA, ZeroLagDEMA
Updated February 3, 2012
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#1 (permalink )
France
Experience: Advanced
Platform: MC, MetaTrader
Trading: Stocks, Turbos, FX
Posts: 36 since Nov 2010
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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);
Thread Starter
Can you help answer these questions from other members on futures io?
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#3 (permalink )
Market Wizard
Berlin, Europe
Experience: Advanced
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Trading: Keyboard
Posts: 9,850 since Mar 2010
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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.
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#4 (permalink )
Houston,Tx
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Fat Tails
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...
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My daddy always said, "Every day above ground is a good day!"
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#5 (permalink )
Auckland
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ThatManFromTexas
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
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Last Updated on February 3, 2012
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