Today we'll link time series forecasting with signal processing in order to provide an original and funny trend forecasting method, the post share lot of information, if you just want to see how to use the indicator then go to the section "Using The Indicator". Time series forecasting is an area dealing with the prediction of future values of a series by using a...

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New Indicator from John F. Ehlers issued in the February 2020 Technical Analysis of Stocks and Commodities article "Reflex: A New Zero-Lag Indicator" This indicator includes both studies described in the article and intend to significantly reduce the lag of the signal compared to other oscillators. Reflex for the cycle component and is more sensitive to major...

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Zero Lag Exponential Moving Average indicator script based on the original version by John Ehlers and Ric Way

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Introduction People often ask me what is my best indicators, i can't really respond to this question with a straight answer but i would say you to check this indicator. The Autonomous Recursive Moving Average (ARMA) is an adaptive moving average that try to minimize the sum of squares thanks to a ternary operator, this choice can seem surprising since most of...

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I applied the zero-lag moving average theory to the Alligator Indicator. It seems like some different rules would would be required versus the traditional Alligator. Let me know what you think!

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Old indicator ! But its a simple trick to have a zero-lag smoothing effect, i think i did it because the smoothing was kinda asymmetrical with the detrended line. So even if the result appear quite good take into account that the detrended line isn't always correlated with the price.

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Introduction The ability of the least squares moving average to provide a great low lag filter is something i always liked, however the least squares moving average can have other uses, one of them is using it with the z-score to provide a fast smoothing oscillator. The Indicator The indicator aim to provide fast and smooth results. length control the...

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Level: 2 Background John F. Ehlers introuced Zero-Lag Data Smoothers in Jul, 2002. Function 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...

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Estimating the LSMA Without Classics Parameters I already mentioned various methods in order to estimate the LSMA in the idea i published. The parameter who still appeared on both the previous estimation and the classic LSMA was the sample correlation coefficient. This indicator will use an estimate of the correlation coefficient using the standard score thus...

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=========== Moving Average Compendium (16 MA Types) =========== A selection of the most popular, widely used, interesting and most powerful Moving Averages we can think of. We've compiled 16 MA's into this script, and allowed full access to the source code so you can use what you need, as you need it. ----------- From very simple moving averages using...

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THE BEST FOREX, BINARY OPTIONS, AND CRYPTO INDICATORS FOR TRADINGVIEW.COM Our MACD is a Zero-Lag (well near zero-lag) We make this claim because MACD utilizes Moving Averages and as you know moving averages are lagging indicators. For our MACD we utilize The McGinley Dynamic which looks like a moving average line yet it is a smoothing mechanism for prices...

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Important ! The indicator is for experimental purpose only, it must not be used as a decisional tool but only as a visual one (like Zig-Zag, Fractal etc). The information this indicator display is uncertain and subject to drastic changes over time. If you have further question feel free to pm me. Introduction Most of the filters you will find are causal,...

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The idea is using a 4 exponential moving average to get scalping positions. The indicator will allow you to change between EMA, Zero Lag EMA and Zero Lag Aggressive EMA.

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The Dürschner Moving Average was published at the IFTA 2012 (International Federation of Technical Analysts) Journal, page 27. This moving average follows the Nyquist Sampling Criterion making showing even better behavior on high volatility environments than the Ehlers & Ric's "Zero Lag Moving Average". From the paper abstract: "The well-known Moving Averages...

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