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.
Идея простыми словами
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.
Как считается
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)Как использовать
- As a faster trend line for entries and trailing stops.
- In crossover systems, to get earlier signals than with an EMA.
Выводы
- ZLEMA overshoots a little after sharp moves: that is the price of having less lag.
Пример
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.
Цены в примерах приведены для иллюстрации.
На что обратить внимание
- Faster lines give more false turns in sideways markets.
Немного истории
Introduced by John Ehlers and Ric Way in 2010 ("Zero Lag (Well, Almost)", Technical Analysis of Stocks & Commodities).
Только образовательный материал. Ни один индикатор или паттерн не предсказывает будущее, и ничто здесь не является инвестиционной рекомендацией.