Zero Lag Exponential Moving Average

The Zero-Lag Exponential Moving Average is a variation on the Exponential Moving Average. The Zero-Lag keeps the benefit of the heavier weighting of recent values, but attempts to remove lag by subtracting older data to minimize the cumulative effect.

See also Exponential MA, Least Squares MA, Simple MA, Triangular MA, Weighted MA, Welles MA, Variable MA, Volume Adjusted MA, DEMA, TEMA and T3.

Formula:




Copyright © 2016, FM Labs, Inc.