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.
用通俗的话解释
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.
计算方法
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)如何使用
- As a faster trend line for entries and trailing stops.
- In crossover systems, to get earlier signals than with an EMA.
得出结论
- ZLEMA overshoots a little after sharp moves: that is the price of having less lag.
示例
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.
示例中的价格仅作说明。
注意事项
- Faster lines give more false turns in sideways markets.
一点历史
Introduced by John Ehlers and Ric Way in 2010 ("Zero Lag (Well, Almost)", Technical Analysis of Stocks & Commodities).
仅供学习参考。 没有任何指标或形态能预测未来，本页内容均不构成投资建议。