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Published:

2018.03.01 11:52

ZeroLag.mq5 (9.33 KB) view

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Zero Lag is a modified EMA.

Calculation formula:

EMA ZL = α * (EMA + Gain * (Close - ZL [1])) + (1 - α) * ZL [1]

The formula is similar to EMA with an addition of a new value Gain * (Close - ZL [1])

Gain is the value selected from the interval [-GainLimit, GainLimit] to minimize the error for the current data sample (Close - ZL) → min

The indicator has three input parameters:

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/19896

The WI oscillator indicator.

VMA

VMA is a volatility based dynamic MA.

ZeroLagMACD

ZeroLagMACD is an MACD version, which has a much smaller lag compared to the classic MACD.

Diff_TF_MA_EA

An Expert Advisor based on the Diff_TF_MA indicator.

ZeroLag - indicator for MetaTrader 5