A different version of ZERO LAG EMA indicator by John Ehlers and Ric Way... In this cover, Zero Lag EMA is calculated without using the PREV function. The main purpose is that to provide BUY/SELL signals earlier than classical EMA's. You can see the difference of conventional and Zero Lag EMA in the chart. The red line is classical EMA and the blue colored...
This average directional index follows the Nyquist Sampling Criterion making showing even better behaviour in high volatility environments than the Ehlers & Ric's "Zero Lag Moving Average". Applies the same formulae as the moving average at Zero-lag Dürschner Moving Average From the paper abstract: "The well-known Moving Averages (MA), namely the Simple...