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Hello,
I've come across this Investor/RT canned formula for a zero lag EMA:
Exponential Moving Average
EMA = EMA.1 + (PRICE - EMA.1 ) * K
or
EMA = K * PRICE + (1 - K) * EMA.1
where...
K = 2 / (n + 1)
n = Period
Zero Lag Exponential Moving Average
("Zero Lag" is an option within the Exponential Moving Average
indicator)
EMA = K * ( 2 * PRICE - PRICE.X) + (1 - K) * EMA.1
where...
K = 2 / (n + 1)
n = Period
x = lag = (n - 1) / 2
Anyone have any idea how that can be written in AFL using the EMA
function? Thanks in advance.
Gernot
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