Time Series Lag Reduction Filter by Cryptorhythms

Time Series Lag Reduction Filter by Cryptorhythms

A little filter to reduce lag on any time series data. Here we use an EMA to demonstrate how it works, but you could use it in many different ways/appications.

This method can cause overshoot if you get too aggressive with the "lagReduce" setting. In this case lower the lagReduce variable.

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Open-source script

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