John F. Ehlers introuced Zero-lag EMA Indicator in Nov, 2010.
In “Zero Lag (Well, Almost)” article, authors John Ehlers and Ric Way presented their zero-lag exponential moving average indicator and strategy. They have adapted their zero-lag EMA by extending the functionality in an additional chart indicator named “Zero-Lag EMA”....
John F. Ehlers introuced Zero-Lag Data Smoothers in Jul, 2002.
John Ehlers introduced "Zero-Lag Data Smoothers", the infinite impulse response (IIR) filter and finite impulse response (FIR) filter.
In his article this issue on zero-lag smoothing, John Ehlers notes that his favorite filter is the symmetrically weighted six-bar...
John F. Ehlers introuced ZeroLag Intraday Trading System in his "Rocket Science for Traders" chapter 16.
blackcat L3 EhlersZeroLag Intraday Trading System is used to find proper long and short entries. Dr. Ehlers developed a completely automatic ZeroLag Intraday Trading System. The concepts of the Instantaneous Trendline and the...
A study of moving averages that utilizes different tricks I've learned to optimize them. Included is Bollinger Bands, Guppy (GMMA) and Super Guppy.
The method used to make it MtF should be more precise and smoother than regular MtF methods that use the security function. For intraday timeframes, each number represents each hour, with 24 equal to 1 day. For daily,...
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 is my most successful strategy to date! Please enjoy and join the Open Source movement by sharing your code and ideas online!
The strategy is based on Ehlers idea that any indicator can be turned into a signal-producing trade system through smoothing and other filtering processes.
In fact, I'm using his Zero Lag EMA (ZLEMA) as a baseline...
This indicator can have a wide variety of usages, and since it is based on exponential averaging then the whole indicator can be made adaptive, thus ending up with a really promising tool. This indicator who can both smooth price and act as a trailing stop depending on user preferences, i tried to make it as reactive, stable and efficient as...
A derivation of the Kalman Filter.
Lower Gain values create smoother results.The ratio Smoothing/Lag is similar to any Low Lagging Filters.
The Gain parameter can be decimal numbers.
Kalman Smoothing With Gain = 20
For any questions/suggestions feel free to contact me
Finite Impulse Response (FIR) Filter indicator script.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 20:7 (26-31): Zero-Lag Data Smoothers).
NOTE: Ehlers' favorite FIR filter had 1, 2, 3, 3, 2, 1, 0 coefficients.
Adopted to Pine from www.prorealcode.com .
I haven't yet understood the details of the algorithm but it matches the original Jurik's RSX one to one.
Jurik's RSX is a "noise free" version of RSI, with no added lag. To learn more about this indicator see www.jurikres.com .
This is Guppy MA i customized for myself based on two scripts of GMMA from JustUncleL and NeoButane.
Its features are:
1. Besides standard EMA you can chose all kinds of exotic moving average types ike ALMA (my favorite), HullMA, ZeroLag EMA, VWMA, KAMA etc...
2. Two types of coloring scheme - depends on volatility try one that's best fit.
3. Multiple sets of...
At the start of 2019 i published my first post "Approximating A Least Square Moving Average In Pine", who aimed to provide alternatives calculation of the least squares moving average (LSMA), a moving average who aim to estimate the underlying trend in the price without excessive lag.
The LSMA has the form of a linear regression ax + b where x ...
Hot off the press, I present this NEW "TrendFlex Oscillator" employing PSv4.0, originally formulated by Dr. John Ehlers for TASC - February 2020 Traders Tips. John Ehlers might describe it's novel characteristics as being a reversal sensitive near zero-lag averaging indicator retaining the TREND component. Also, I would add that irregardless of the sampling...
Hot off the press, I present this NEW "Reflex Oscillator" employing PSv4.0, originally formulated by Dr. John Ehlers for TASC - February 2020 Traders Tips. John Ehlers might describe it's novel characteristics as being a reversal sensitive near zero-lag averaging indicator retaining the CYCLE component. Also, I would add that irregardless of the sampling interval,...