A quadratic regression is the process of finding the equation that best fits a set of data.This form of regression is mainly used for smoothing data shaped like a parabola. Because we can use short/midterm/longterm periods we can say that we use a Quadratic Least Squares Moving Average or a Moving Quadratic Regression. Like the Linear Regression (LSMA) a...
EN: PRICE SATURATION INDEX is a momentum algorithm that measures price intensity. It helps us to determine the times when the price reaches intensity and calculates the latency in those moving averages. Moving averages have lag. The lag is necessary because the smoothing is done using past data. It shows you how to filtered a selected amount of lag from an...
Single Exponential Smoothing ( ema ) does not excel in following the data when there is a trend. This situation can be improved by the introduction of a second equation with a second constant gamma . The gamma constant cant be lower than 0 and cant be greater than 1, higher values of gamma create less lag while preserving smoothness.Higher values of length ...
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.
Ahrens Moving Average indicator script. This indicator was originally developed by Richard D. Ahrens (Stocks & Commodities V.31:11 (26-30): Build A Better Moving Average).
Infinite Impulse Response (IIR) Filter indicator script. This indicator was originally developed by John Ehlers (Stocks & Commodities V. 20:7 (26-31): Zero-Lag Data Smoothers).
Zero Lag Exponential Moving Average indicator script based on the original version by John Ehlers and Ric Way
This strategy uses 5 Simple Moving Averages and 2 ZeroLag Exponential Moving Averages, to determine possible entries and exits. - Pretuned for Forex on 15m period - Uses SMA(10/20/50/100/200) and EMA(9/21) by default - Be cautios in sideward markets!
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 average directional index follows the Nyquist Sampling Criterion making showing even better behaviour in high volatility environments than the Ehlers & Ric's "Zero Lag Moving Average". Applies the same formulae as the moving average at Zero-lag Dürschner Moving Average From the paper abstract: "The well-known Moving Averages (MA), namely the Simple...