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Least Squares Moving Average Zero Lag Lead
LSMA Zero‑Lag + Lead Indicator
This indicator is a modified Least Squares Moving Average (LSMA) designed to reduce lag and optionally introduce a controlled forward‑leaning (lead) component. It is intended to be used either directly on price or as a smoother, more responsive input source for other indicators such as RSI, MACD, or regime filters.
1. What LSMA Is Doing
LSMA (Least Squares Moving Average) fits a straight‑line regression to the last N bars and evaluates that line at the current bar. Unlike simple or exponential averages, LSMA implicitly models trend direction and slope, which makes it more responsive during directional moves.
2. Zero‑Lag Adjustment
The zero‑lag version applies a simple error‑correction technique:
ZL = 2 × LSMA − LSMA(previous)
This cancels part of the inherent regression delay, producing a smoother line that reacts faster to turns while remaining stable in trends.
3. Lead Component (Optional)
On top of the zero‑lag LSMA, a slope‑based lead is added:
Lead = ZL + k × (ZL − ZL(previous))
Here, the recent slope is projected forward by a user‑controlled factor (k). This does not predict price, but it shifts the average slightly in the direction of current momentum, improving responsiveness for signal generation.
4. Why This Helps RSI and Similar Indicators
RSI and many oscillators operate on raw price changes, which can be noisy and lag‑prone. Feeding RSI with LSMA ZL or LSMA ZL + Lead instead of raw close price:
• Reduces noise without excessive smoothing
• Aligns RSI swings with underlying trend direction
• Improves timing of overbought/oversold transitions
• Reduces late signals after sharp reversals
In practice, this produces an RSI that reacts faster in trends but stays calmer in chop.
5. Practical Usage Tips
• Use LSMA ZL as a clean, low‑lag replacement for price in oscillators
• Add small lead values (0.5–1.0) only if earlier signals are needed
• Avoid high lead values in choppy markets
• Combine with regime or volatility filters for best results
This indicator is best thought of as a signal‑conditioning layer rather than a standalone trading system.
This indicator is a modified Least Squares Moving Average (LSMA) designed to reduce lag and optionally introduce a controlled forward‑leaning (lead) component. It is intended to be used either directly on price or as a smoother, more responsive input source for other indicators such as RSI, MACD, or regime filters.
1. What LSMA Is Doing
LSMA (Least Squares Moving Average) fits a straight‑line regression to the last N bars and evaluates that line at the current bar. Unlike simple or exponential averages, LSMA implicitly models trend direction and slope, which makes it more responsive during directional moves.
2. Zero‑Lag Adjustment
The zero‑lag version applies a simple error‑correction technique:
ZL = 2 × LSMA − LSMA(previous)
This cancels part of the inherent regression delay, producing a smoother line that reacts faster to turns while remaining stable in trends.
3. Lead Component (Optional)
On top of the zero‑lag LSMA, a slope‑based lead is added:
Lead = ZL + k × (ZL − ZL(previous))
Here, the recent slope is projected forward by a user‑controlled factor (k). This does not predict price, but it shifts the average slightly in the direction of current momentum, improving responsiveness for signal generation.
4. Why This Helps RSI and Similar Indicators
RSI and many oscillators operate on raw price changes, which can be noisy and lag‑prone. Feeding RSI with LSMA ZL or LSMA ZL + Lead instead of raw close price:
• Reduces noise without excessive smoothing
• Aligns RSI swings with underlying trend direction
• Improves timing of overbought/oversold transitions
• Reduces late signals after sharp reversals
In practice, this produces an RSI that reacts faster in trends but stays calmer in chop.
5. Practical Usage Tips
• Use LSMA ZL as a clean, low‑lag replacement for price in oscillators
• Add small lead values (0.5–1.0) only if earlier signals are needed
• Avoid high lead values in choppy markets
• Combine with regime or volatility filters for best results
This indicator is best thought of as a signal‑conditioning layer rather than a standalone trading system.
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オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。