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Lionel,
As I stated in my earlier post...the ZLag Ema follows the close very
closely. For a 2nd order MA I would say that's pretty good...little
lag(meaning it reflects price slope farely well). However, if it doesn't do
what you are looking for use something else. Try a plot of just the Close
and the Zlag Ema and see how close they are.
J.
>From: "Lionel Issen" <lissen@xxxxxxxxx>
>Reply-To: metastock@xxxxxxxxxxxxx
>To: <metastock@xxxxxxxxxxxxx>
>Subject: Re: Zero Lag EMA
>Date: Wed, 21 Jun 2000 12:49:02 -0500
>
>I was comparing the Zero Lag ema to three different moving averages.
>simple, exponential, and time series, and against macd, and price
>oscillator. The time series mov gave the earliest signals, ema was next and
>sma was latest.
>the macd gave good signals, and price oscillator gave good signals
>regardless of type of mov average used The ZeroLag was not at all close to
>the close. I used the time periods for the Zero Lag EMA that were posted
>here, and I used cut and paste to copy the indicator to Metastock.
>
>Time series mov used in the price oscillator gave a ragged curve as
>compared
>with ema mov's. Ema and simple mov's gave smoother curves.
>
>Lionel Issen
>lissen@xxxxxxxxx
>----- Original Message -----
>From: j seed <jseed_10@xxxxxxxxxxx>
>To: <metastock@xxxxxxxxxxxxx>
>Sent: Wednesday, June 21, 2000 11:18 AM
>Subject: Re: Zero Lag EMA
>
>
> > LIONEL,
> > The ZeroLag Ema plots very close to the close. When compared to a 3 day
>MA
> > (S,E,orT), I do get a lot of oscillations but then so does a simple plot
>of
> > the close. Exactly how were you comparing the ZLag?
> > Try comparing the ZLag to a Hilbert MA.
> > J.
> >
> >
> > >From: "Lionel Issen" <lissen@xxxxxxxxx>
> > >Reply-To: metastock@xxxxxxxxxxxxx
> > >To: <metastock@xxxxxxxxxxxxx>
> > >Subject: Zero Lag EMA
> > >Date: Wed, 21 Jun 2000 09:45:04 -0500
> > >
> > >Using the recently posted formulations, my results with this indicator
>were
> > >poor.
> > >I tried using S, E and T moving averages. S & E gave almost identical
> > >graphs, and signals were late. T produced a more oscillating curve than
> > >either S or E and the signals were much later. None of these ZeroLag
>curves
> > >plotted close enough to the price chart to be useful. They did not
>resemble
> > >those I had seen at Jurik's web site.
> > >
> > >I get better signals using other moving average based indicators, such
>as
> > >macd.
> > >
> > >Did I miss something?
> > >
> > >If anyone has tried the ZeroLag indicator, what were your results?
> > >
> > >Lionel Issen
> > >lissen@xxxxxxxxx
> > >----- Original Message -----
> > >From: j seed <jseed_10@xxxxxxxxxxx>
> > >To: <metastock@xxxxxxxxxxxxx>
> > >Sent: Friday, May 19, 2000 11:44 AM
> > >Subject: Re: Zero Lag EMA
> > >
> > >
> > > > Sonny,
> > > > Here's the indicator. Just replace the CLOSE with whatever you like.
>As
> > >far
> > > > as displacing forward...find that answer and you'll have worked a
> > >miracle.
> > > >
> > > > J.
> > > >
> > > > {ZeroLagEMA}
> > > > {Peter Martin alakazam@xxxxxxxxxxx}
> > > > Period:= Input("What Period",1,250,3);
> > > > EMA1:= Mov(CLOSE,Period,E);
> > > > EMA2:= Mov(EMA1,Period,E);
> > > > Difference:= EMA1 - EMA2;
> > > > ZeroLagEMA:= EMA1 + Difference;
> > > > ZeroLagEMA
> > > >
> > > >
> > > > >From: Sonnysark@xxxxxxx
> > > > >Reply-To: metastock@xxxxxxxxxxxxx
> > > > >To: metastock@xxxxxxxxxxxxx
> > > > >Subject: Zero Lag EMA
> > > > >Date: Fri, 19 May 2000 10:16:32 EDT
> > > > >
> > > > >The list talked about the use of Zero Lag EMA a couple of weeks
>ago.
> > >The
> > > > >Zero Lag EMA is set so it applies to the closing price only. Does
> > >anyone
> > > > >know how I can adjust the formula so the Zero Lag EMA can be
>applied
>to
> > >the
> > > > >high and low or to get it to displace forward? Thanks, -Sonny-
> > > >
> > > >
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> > >
> >
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> >
>
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