Zero-Lag 4-Exponential Moving Average TrendingThe idea is using a 4 exponential moving average to get scalping positions. The indicator will allow you to change between EMA, Zero Lag EMA and Zero Lag Aggressive EMA.
Lag
Dürschner Moving Average - NMA (Zero Lag)The Dürschner Moving Average was published at the IFTA 2012 (International Federation of Technical Analysts) Journal, page 27.
This moving average follows the Nyquist Sampling Criterion making showing even better behavior on high volatility environments than the Ehlers & Ric's "Zero Lag Moving Average".
From the paper abstract: "The well-known Moving Averages (MA), namely the Simple Moving Average (SMA), the Exponential Moving Average (EMA) and the Weighted Moving Average (WMA), are modified in this paper with the help of the Nyquist Criterion. These modified Moving Averages 3.0 show good smoothing characteristics, illustrate relevant trends and trend reversals in price series without a time lag as far as calculated. With regard to smoothing, trend patterns and time lag bring about a significant improvement on conventional SMA (Moving Averages 1.0: SMA, EMA and WMA). In addition to this, the efficiency of the Moving Averages 3.0 is demonstrated by applying several tests and a
simple trading system."
Triangular Moving AverageThe TRIMA is simply the SMA of the SMA -- a double-smoothed simple moving average . The end effect of the double smoothing is that greater weight is placed on values near the middle of the lookback period. It therefore reacts relatively slowly to price changes compared to most moving averages .
But why would I want more lag?
One potential use of this moving average that I've found is that it can allow price to run for a bit after crossing the TRIMA before catching up and creating an opposing signal. It therefore creates the chance for the price to "run its course" so to speak, which can make whipsaw signals less common.
GreenMood inchart MACD Zero LagMACD Zero lag Visual inchart view.
Threshold / Settings can be changed in Format view.
Threshold to be adapted depending on timeframe.
