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Gernot,
Zero lag EMA is actually the built-in DEMA.
There is a plain description at
http://www.amibroker.com/guide/afl/afl_view.php?id=42
for various interpretations, enough for further use and understanding.
As for my personal opinion, it is rare to use any other smoothing
than DEMA.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "taotra" <ggoll@xxxx> wrote:
> 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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