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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-
> > >
> > >
________________________________________________________________________
> > > Get Your Private, Free E-mail from MSN Hotmail at
http://www.hotmail.com
> > >
> >
>
> ________________________________________________________________________
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>
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