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Showing results for tags 'zero lag'.
Found 8 results
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Power555 and I decided to open a new thread to discuss Jurik Indicators. We hope to post some charts and invite discussion on other members experiences on these indicators.
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I have been playing with the Hull Moving Average for the past week. It is comparable, some say better than, Mark Jurik's stuff (jurikres.com), in performance and has the distinct advantage of being COMPLETELY FREE. The .eld discussion can be found here, https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=40589 The formula is also readily found for other platforms. The Hull MA truly is a double edged sword in that it may be too fast. However, the length, intra-bar update and colourDeltaBar (which indicates the change from up to down and vice versa) are adjustable. I was wondering if anyone else has successfully used this indicator? Also, I have used Tradestation less than 2 weeks, so if anyone knows how to code the Hull MA into a MACD I would be very appreciative. 200506182322582005_JTHMA.ELD
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Does anyone use this? I did a search and didn't find anything. Sometimes also called AMA, or KAMA (Kaufman Adaptive Moving Average). This moving average goes flat during choppy markets. Screenshot with some other MAs for comparison.
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Instantaneous TrendLine by John Ehlers Note: This indicator was written in EasyLanguage. Please refer to your users manual for importation instructions. Your comments and rating of this indicator is appreciated. Instantaneous TrendLine.txt
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Moving Trend Based on William Rafter's article in 01/2003 issue of S&C magazine. This indicator belongs to the family of Zero Lag moving averages. It employs linear regression to detect trend changes; you will find this indicator fast and responsive, and is applicable in most popular trading time frames. An optional band is included. You can set it to invisible if you do not wish to see it. I would like to hear how you utilize this indicator in your analysis. p.s. you might also be interested in this Zero Lag indicator: Fisher Transform http://www.traderslaboratory.com/forums/f46/fisher-transform-6329.html note: This EasyLanguage indicator was written in MultiCharts. I have not tested it in TradeStation or other compatible programs. Please refer to your users manual for importation instructions. Translation to other platform is invited. Moving_Trend.txt Moving_Trend_(MultiCharts).pla
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ARSI ARSI is a Moving Average with reduced lag. RSI is used to "weigh" the moving average value, resulting in a line that closely hug the price value. This indicator was described by Perry Kaufman in his book "New Trading Systems and Methods" note: This EasyLanguage indicator was written in MultiCharts. I have not tested it in other compatible programs. You should import the function first, then the indicator. For addition assistance, please refer to your users manual for importation instructions. Your comments and rating of this indicator is appreciated. ARSI_(MultiCharts).pla function_ARSI.txt indicator_ARSI.txt
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Hi All, Having looked at the thread on Hull MA, I thought this might be of interest to others. When I got interested in technical analysis, I was very keen on using indicators, etc, like most newbies, and came across the following formula for significantly reducing the lag inherent in moving averages. That was a while ago, and am now more interested in reading price and volume, but thought others might be able to make better use of it than I have. The basic formula is: &EMAOne := MovingAvgMethod (Close , Periods , 2) &EMATwo := MovingAvgMethod (&EMAOne , Periods , 2) &Diff := &EMAOne - &EMATwo &EMAOne + &Diff Replace "MovingAvgMethod" with whatever MA you prefer. And here's a pic comparing several different MAs with/out Zero Lag, including Hull: Regards,
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Fisher Transform by John Ehlers The fisher transform indicator by John Ehlers is a range oscillator showing where today's price is within the past N-days highest and lowest. It has some smoothing, plus what's known in mathematics as a fisher transform. The range position is similar to Stochastics and to Williams %R. The fisher transformation stretches out values near the N-day high and low to make large peaks so as to help highlight those extremes. The calculation is as follows: The prices used are the midpoint between the day's high and low (as in most of Ehlers' indicators). Today's price is located within the highest and lowest of those midpoints from the past N days, scaled to -1 for the low and 1 for the high. price = (high + low) / 2 price - Ndaylow raw = 2 * ----------------------- - 1 Ndayhigh - Ndaylow This raw position is smoothed by a 5-day EMA (see Exponential Moving Average) then a log form which is the fisher transform, before a final further 3-day EMA smoothing. smoothed = EMA[5] of raw 1 + smoothed fisher = EMA[3] of log ------------------ 1 - smoothed The effect of the logarithm is to make “smoothed” values near 0 remain near there, but values near 1 and -1 grow greatly, thus highlighting extremities. A “smoothed” value of exactly +/-1 would transform to +/-infinity, so a clamp of 0.999 is applied, effectively limiting the final result to about +/-7.5. Source: Kevin Ryde FisherTransform.txt FisherTransform_(MultiCharts).pla
