NexusFi: Find Your Edge


Home Menu

 





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 4,725 views
    2. thumb_up 6 thanks given
    3. group 2 followers
    1. forum 4 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
 
Laurent's Avatar
 Laurent 
France
 
Experience: Advanced
Platform: MC, MetaTrader
Trading: Stocks, Turbos, FX
Posts: 36 since Nov 2010
Thanks Given: 13
Thanks Received: 8

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 NexusFi?
Feb & Mar24 New Ag Micros & New Solana Crypto Fu …
Traders Hideout
GFIs1 DAX System
Traders Hideout
Jlab rankings and comparison of prop firms
Funded Trading Evaluation Firms
Sierra chart Trading system
Sierra Chart
Using multiple Versions of the same DLL in MC.Net
MultiCharts
 
  #3 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader
Broker: Interactive Brokers
Trading: Futures & Stocks
Posts: 9,889 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,107


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
Thanked by:
  #4 (permalink)
 
ThatManFromTexas's Avatar
 ThatManFromTexas 
Houston,Tx
 
Experience: Advanced
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: TF
Posts: 2,265 since Feb 2010
Thanks Given: 1,206
Thanks Received: 4,358


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
Thanked by:
  #5 (permalink)
 sharmas 
Auckland
 
Experience: Advanced
Platform: Ninja Trader
Broker: Zen-Fire
Trading: CL and ES
Posts: 779 since Apr 2010
Thanks Given: 3,822
Thanks Received: 750


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 NexusFi Trade Journal Reply With Quote
Thanked by:




Last Updated on February 3, 2012


© 2025 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts