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SV: Zero Lag EMA



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<DIV><FONT face=Arial size=2>Hi </FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>To all</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>I used this formula :</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>{ZeroLagEMA}<BR>{Peter Martin <A 
href="mailto:alakazam@xxxxxxxxxxx";>alakazam@xxxxxxxxxxx</A>}<BR>&nbsp;Period:= 
Input("What Period",1,250,3);<BR>&nbsp;EMA1:= 
Mov(CLOSE,Period,E);<BR>&nbsp;EMA2:= Mov(EMA1,Period,E);<BR>&nbsp;Difference:= 
EMA1 - EMA2;<BR>&nbsp;ZeroLagEMA:= EMA1 + 
Difference;<BR>&nbsp;ZeroLagEMA</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>Result:</FONT></DIV>
<DIV><FONT face=Arial size=3><FONT color=#ff0000>EXAKTLY </FONT>the same as 
MS-canned DEMA </FONT></DIV>
<DIV><FONT face=Arial size=2>Is something missing in the formula above 
?</FONT></DIV>
<DIV><BR><FONT face=Arial size=2>JMA is it something new ?</FONT></DIV>
<DIV><FONT face=Arial size=2>Do anybody have the formula for JMA ? </FONT></DIV>
<DIV><FONT face=Arial size=2>If it was posted here before I have thrown it away 
, pleas repost it , I think it will bee of some intrest .</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>To Nicholas Kormanik (letter of 06-12) and Paula 
(letter of 06-13) has anybody kome up with a explantion (formula) to the 
Oscillator in the letter from Nicholas Kormanik ? Please lett me now 
.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>Have a nice mid summer to all</FONT></DIV>
<DIV><FONT face=Arial size=2>Regards Bol</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT face=Arial size=2>----- Original Message ----- </FONT>
<DIV><FONT face=Arial size=2>From: j seed &lt;<A 
href="mailto:jseed_10@xxxxxxxxxxx";>jseed_10@xxxxxxxxxxx</A>&gt;</FONT></DIV>
<DIV><FONT face=Arial size=2>To: &lt;<A 
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>&gt;</FONT></DIV>
<DIV><FONT face=Arial size=2>Sent: Wednesday, June 21, 2000 9:44 PM</FONT></DIV>
<DIV><FONT face=Arial size=2>Subject: Re: Zero Lag EMA</FONT></DIV></DIV>
<DIV><BR></DIV><FONT face=Arial size=2>&gt; Lionel,<BR>&gt; As I stated in my 
earlier post...the ZLag Ema follows the close very <BR>&gt; closely. For a 2nd 
order MA I would say that's pretty good...little <BR>&gt; lag(meaning it 
reflects price slope farely well). However, if it doesn't do <BR>&gt; what you 
are looking for use something else. Try a plot of just the Close <BR>&gt; and 
the Zlag Ema and see how close they are.<BR>&gt; <BR>&gt; J.<BR>&gt; <BR>&gt; 
<BR>&gt; &gt;From: "Lionel Issen" &lt;<A 
href="mailto:lissen@xxxxxxxxx";>lissen@xxxxxxxxx</A>&gt;<BR>&gt; &gt;Reply-To: <A 
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A><BR>&gt; 
&gt;To: &lt;<A 
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>&gt;<BR>&gt; 
&gt;Subject: Re: Zero Lag EMA<BR>&gt; &gt;Date: Wed, 21 Jun 2000 12:49:02 
-0500<BR>&gt; &gt;<BR>&gt; &gt;I was comparing the Zero Lag ema to three 
different&nbsp; moving averages.<BR>&gt; &gt;simple, exponential, and time 
series, and against macd, and price<BR>&gt; &gt;oscillator. The time series mov 
gave the earliest signals, ema was next and<BR>&gt; &gt;sma was latest.<BR>&gt; 
&gt;the macd gave good signals, and price oscillator gave good signals<BR>&gt; 
&gt;regardless of type of mov average used&nbsp; The ZeroLag was not at all 
close to<BR>&gt; &gt;the close.&nbsp; I used the time periods for the Zero Lag 
EMA that were posted<BR>&gt; &gt;here, and I used cut and paste to copy the 
indicator to Metastock.<BR>&gt; &gt;<BR>&gt; &gt;Time series mov used in the 
price oscillator gave a ragged curve as <BR>&gt; &gt;compared<BR>&gt; &gt;with 
ema mov's. Ema and simple mov's gave smoother curves.<BR>&gt; &gt;<BR>&gt; 
&gt;Lionel Issen<BR>&gt; &gt;<A 
href="mailto:lissen@xxxxxxxxx";>lissen@xxxxxxxxx</A><BR>&gt; &gt;----- Original 
Message -----<BR>&gt; &gt;From: j seed &lt;<A 
href="mailto:jseed_10@xxxxxxxxxxx";>jseed_10@xxxxxxxxxxx</A>&gt;<BR>&gt; &gt;To: 
&lt;<A 
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>&gt;<BR>&gt; 
&gt;Sent: Wednesday, June 21, 2000 11:18 AM<BR>&gt; &gt;Subject: Re: Zero Lag 
EMA<BR>&gt; &gt;<BR>&gt; &gt;<BR>&gt; &gt; &gt; LIONEL,<BR>&gt; &gt; &gt; The 
ZeroLag Ema plots very close to the close. When compared to a 3 day <BR>&gt; 
&gt;MA<BR>&gt; &gt; &gt; (S,E,orT), I do get a lot of oscillations but then so 
does a simple plot<BR>&gt; &gt;of<BR>&gt; &gt; &gt; the close. Exactly how were 
you comparing the ZLag?<BR>&gt; &gt; &gt; Try comparing the ZLag to a Hilbert 
MA.<BR>&gt; &gt; &gt; J.<BR>&gt; &gt; &gt;<BR>&gt; &gt; &gt;<BR>&gt; &gt; &gt; 
&gt;From: "Lionel Issen" &lt;<A 
href="mailto:lissen@xxxxxxxxx";>lissen@xxxxxxxxx</A>&gt;<BR>&gt; &gt; &gt; 
&gt;Reply-To: <A 
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A><BR>&gt; &gt; 
&gt; &gt;To: &lt;<A 
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>&gt;<BR>&gt; 
&gt; &gt; &gt;Subject: Zero Lag EMA<BR>&gt; &gt; &gt; &gt;Date: Wed, 21 Jun 2000 
09:45:04 -0500<BR>&gt; &gt; &gt; &gt;<BR>&gt; &gt; &gt; &gt;Using the recently 
posted formulations, my results with this indicator<BR>&gt; &gt;were<BR>&gt; 
&gt; &gt; &gt;poor.<BR>&gt; &gt; &gt; &gt;I tried using S, E and T moving 
averages. S &amp; E gave almost identical<BR>&gt; &gt; &gt; &gt;graphs, and 
signals were late. T produced a more oscillating curve than<BR>&gt; &gt; &gt; 
&gt;either S or E and the signals were much later. None of these ZeroLag<BR>&gt; 
&gt;curves<BR>&gt; &gt; &gt; &gt;plotted close enough to the price chart to be 
useful. They did not<BR>&gt; &gt;resemble<BR>&gt; &gt; &gt; &gt;those I had seen 
at Jurik's web site.<BR>&gt; &gt; &gt; &gt;<BR>&gt; &gt; &gt; &gt;I get better 
signals using other moving average based indicators, such <BR>&gt; 
&gt;as<BR>&gt; &gt; &gt; &gt;macd.<BR>&gt; &gt; &gt; &gt;<BR>&gt; &gt; &gt; 
&gt;Did I miss something?<BR>&gt; &gt; &gt; &gt;<BR>&gt; &gt; &gt; &gt;If anyone 
has tried the ZeroLag indicator, what were your results?<BR>&gt; &gt; &gt; 
&gt;<BR>&gt; &gt; &gt; &gt;Lionel Issen<BR>&gt; &gt; &gt; &gt;<A 
href="mailto:lissen@xxxxxxxxx";>lissen@xxxxxxxxx</A><BR>&gt; &gt; &gt; &gt;----- 
Original Message -----<BR>&gt; &gt; &gt; &gt;From: j seed &lt;<A 
href="mailto:jseed_10@xxxxxxxxxxx";>jseed_10@xxxxxxxxxxx</A>&gt;<BR>&gt; &gt; 
&gt; &gt;To: &lt;<A 
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>&gt;<BR>&gt; 
&gt; &gt; &gt;Sent: Friday, May 19, 2000 11:44 AM<BR>&gt; &gt; &gt; &gt;Subject: 
Re: Zero Lag EMA<BR>&gt; &gt; &gt; &gt;<BR>&gt; &gt; &gt; &gt;<BR>&gt; &gt; &gt; 
&gt; &gt; Sonny,<BR>&gt; &gt; &gt; &gt; &gt; Here's the indicator. Just replace 
the CLOSE with whatever you like.<BR>&gt; &gt;As<BR>&gt; &gt; &gt; 
&gt;far<BR>&gt; &gt; &gt; &gt; &gt; as displacing forward...find that answer and 
you'll have worked a<BR>&gt; &gt; &gt; &gt;miracle.<BR>&gt; &gt; &gt; &gt; 
&gt;<BR>&gt; &gt; &gt; &gt; &gt; J.<BR>&gt; &gt; &gt; &gt; &gt;<BR>&gt; &gt; 
&gt; &gt; &gt; {ZeroLagEMA}<BR>&gt; &gt; &gt; &gt; &gt; {Peter Martin <A 
href="mailto:alakazam@xxxxxxxxxxx";>alakazam@xxxxxxxxxxx</A>}<BR>&gt; &gt; &gt; 
&gt; &gt; Period:= Input("What Period",1,250,3);<BR>&gt; &gt; &gt; &gt; &gt; 
EMA1:= Mov(CLOSE,Period,E);<BR>&gt; &gt; &gt; &gt; &gt; EMA2:= 
Mov(EMA1,Period,E);<BR>&gt; &gt; &gt; &gt; &gt; Difference:= EMA1 - 
EMA2;<BR>&gt; &gt; &gt; &gt; &gt; ZeroLagEMA:= EMA1 + Difference;<BR>&gt; &gt; 
&gt; &gt; &gt; ZeroLagEMA<BR>&gt; &gt; &gt; &gt; &gt;<BR>&gt; &gt; &gt; &gt; 
&gt;<BR>&gt; &gt; &gt; &gt; &gt; &gt;From: <A 
href="mailto:Sonnysark@xxxxxxx";>Sonnysark@xxxxxxx</A><BR>&gt; &gt; &gt; &gt; 
&gt; &gt;Reply-To: <A 
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A><BR>&gt; &gt; 
&gt; &gt; &gt; &gt;To: <A 
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A><BR>&gt; &gt; 
&gt; &gt; &gt; &gt;Subject: Zero Lag EMA<BR>&gt; &gt; &gt; &gt; &gt; &gt;Date: 
Fri, 19 May 2000 10:16:32 EDT<BR>&gt; &gt; &gt; &gt; &gt; &gt;<BR>&gt; &gt; &gt; 
&gt; &gt; &gt;The list talked about the use of Zero Lag EMA a couple of weeks 
<BR>&gt; &gt;ago.<BR>&gt; &gt; &gt; &gt;The<BR>&gt; &gt; &gt; &gt; &gt; &gt;Zero 
Lag EMA is set so it applies to the closing price only.&nbsp; Does<BR>&gt; &gt; 
&gt; &gt;anyone<BR>&gt; &gt; &gt; &gt; &gt; &gt;know how I can adjust the 
formula so the Zero Lag EMA can be <BR>&gt; &gt;applied<BR>&gt; &gt;to<BR>&gt; 
&gt; &gt; &gt;the<BR>&gt; &gt; &gt; &gt; &gt; &gt;high and low or to get it to 
displace forward?&nbsp; Thanks, -Sonny-<BR>&gt; &gt; &gt; &gt; &gt;<BR>&gt; &gt; 
&gt; &gt; &gt;<BR>&gt; 
&gt;________________________________________________________________________<BR>&gt; 
&gt; &gt; &gt; &gt; Get Your Private, Free E-mail from MSN Hotmail at<BR>&gt; 
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&gt; &gt; &gt;<BR>&gt; &gt; &gt; &gt;<BR>&gt; &gt; &gt;<BR>&gt; &gt; &gt; 
________________________________________________________________________<BR>&gt; 
&gt; &gt; Get Your Private, Free E-mail from MSN Hotmail at <A 
href="http://www.hotmail.com";>http://www.hotmail.com</A><BR>&gt; &gt; 
&gt;<BR>&gt; &gt;<BR>&gt; <BR>&gt; 
________________________________________________________________________<BR>&gt; 
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From: "Guy Tann" <grt@xxxxxxxxxxxx>
To: "Metastock User Group" <metastock-list@xxxxxxxxxxxxx>
Subject: Looks like we're early
Date: Fri, 23 Jun 2000 12:49:41 -0700
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Status:   

List,

Well, we jumped right into this trade with our eyes wide shut.  We've had
several that have really gone against us the first day and then turned
around.  I would like to think that this is the case this time.  OTOH, our
percent profitable trades are much higher than our historical average, so
this might be the loser that brings us back in line.  Like when you start to
feel omnipotent someone always whacks you on the side of the head to get
your attention. :)

Anyway, we will be running our SP39 filter this weekend and I will build a
spreadsheet of the alternative portfolios with a report as to how they're
doing.

The ValueLine portfolio is down $13,500 at the present time (not counting
the options) and I think I'll take my son out for Fat Burgers (George
Forman's favorites).

JimG

Guy

Paranoia...you only have to be right once to make it all worthwhile!