Extra indicators

ZLEMA: Zero-Lag Exponential Moving Average

An exponential moving average that removes part of its own delay, so it turns sooner with the price.

הרעיון במילים פשוטות

Every moving average lags because it looks back. ZLEMA estimates how far the price has moved during that lag and adds it back before averaging, which pulls the line forward.

איך זה מחושב

Take the close, add the difference between the close and the close (N−1)/2 candles ago, then smooth the result with an ordinary EMA of N candles.

lag = ⌊(N − 1) ÷ 2⌋
ZLEMA = EMA(2 × close − close[lag], N)

איך משתמשים בזה

As a faster trend line for entries and trailing stops.
In crossover systems, to get earlier signals than with an EMA.

הסקת מסקנות

ZLEMA overshoots a little after sharp moves: that is the price of having less lag.

דוגמה

EURUSD M15: the EMA(21) is still falling when the ZLEMA(21) has already turned up two candles after the low; a trader watching ZLEMA notices the turn earlier.

המחירים בדוגמאות להמחשה בלבד.

ממה להיזהר

Faster lines give more false turns in sideways markets.

קצת היסטוריה

Introduced by John Ehlers and Ric Way in 2010 ("Zero Lag (Well, Almost)", Technical Analysis of Stocks & Commodities).

תוכן לימודי בלבד. שום אינדיקטור או תבנית לא חוזים את העתיד, ושום דבר כאן אינו ייעוץ השקעות.