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更新済 PpSignal Non lag ALMA
The zero lag exponential moving average (ZLEMA) indicator was created by John Ehlers and Ric Way.[1]
As is the case with the double exponential moving average (DEMA) and the triple exponential moving average (TEMA) and as indicated by the name, the aim is to eliminate the inherent lag associated to all trend following indicators which average a price over time.
The formula for a given N-Day period and for a given data series is:[2][3]
{\displaystyle {\textit {Lag}}={(Period-1)/2}} {\textit {Lag}}={(Period-1)/2}
{\displaystyle {\textit {EmaData}}={Data+(Data-Data(Lagdaysago))}} {\displaystyle {\textit {EmaData}}={Data+(Data-Data(Lagdaysago))}}
{\displaystyle {\textit {ZLEMA}}={EMA(EmaData,Period)}} {\textit {ZLEMA}}={EMA(EmaData,Period)}
The idea is do a regular exponential moving average (EMA) calculation but on a de-lagged data instead of doing it on the regular data. Data is de-lagged by removing the data from "lag" days ago thus removing (or attempting to) the cumulative effect of the moving average.
we use alma ma for calculate this script
As is the case with the double exponential moving average (DEMA) and the triple exponential moving average (TEMA) and as indicated by the name, the aim is to eliminate the inherent lag associated to all trend following indicators which average a price over time.
The formula for a given N-Day period and for a given data series is:[2][3]
{\displaystyle {\textit {Lag}}={(Period-1)/2}} {\textit {Lag}}={(Period-1)/2}
{\displaystyle {\textit {EmaData}}={Data+(Data-Data(Lagdaysago))}} {\displaystyle {\textit {EmaData}}={Data+(Data-Data(Lagdaysago))}}
{\displaystyle {\textit {ZLEMA}}={EMA(EmaData,Period)}} {\textit {ZLEMA}}={EMA(EmaData,Period)}
The idea is do a regular exponential moving average (EMA) calculation but on a de-lagged data instead of doing it on the regular data. Data is de-lagged by removing the data from "lag" days ago thus removing (or attempting to) the cumulative effect of the moving average.
we use alma ma for calculate this script
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保護スクリプト
このスクリプトのソースコードは非公開で投稿されています。 無料かつ制限なしでご利用いただけます ― 詳細についてはこちらをご覧ください。
免責事項
これらの情報および投稿は、TradingViewが提供または保証する金融、投資、取引、またはその他の種類のアドバイスや推奨を意図したものではなく、またそのようなものでもありません。詳しくは利用規約をご覧ください。