翻訳と辞書
Words near each other
・ Zero-hour contract
・ Zero-inflated model
・ Zero-intelligence trader
・ Zero-K
・ Zero-knowledge password proof
・ Zero-knowledge proof
・ Zero-length launch
・ Zero-level elevation
・ Zero-lift drag coefficient
・ Zero-load
・ Zero-marking in English
・ Zero Kelvin (film)
・ Zero Kilometre Stone
・ Zero knowledge
・ Zero Knowledge Systems
Zero lag exponential moving average
・ Zero Landmine
・ Zero Latitude Film Festival
・ Zero lift axis
・ Zero liquid discharge
・ Zero lower bound
・ Zero marker
・ Zero matrix
・ Zero Mile
・ Zero mile stone
・ Zero Milestone
・ Zero Minus Ten
・ Zero mode
・ Zero moment point
・ Zero morphism


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Zero lag exponential moving average : ウィキペディア英語版
Zero lag exponential moving average

The Zero lag exponential moving average (ZLEMA) indicator was created by John Ehlers and Ric Way.〔
As is the case with the Double exponential moving average (DEMA) and the Triple exponential moving average (TEMA) and as indicated by the name, the aim is to eliminate the inherent lag associated to all trend following indicators which average a price over time.
The formula for a given N-Day period and for a given Data series is:〔〔
:\textit =
:\textit =
:\textit =
The idea is do a regular exponential moving average (EMA) calculation but on a de-lagged data instead of doing it on the regular data. Data is de-lagged by removing the data from "lag" days ago thus removing (or attempting to) the cumulative effect of the moving average.
==References==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Zero lag exponential moving average」の詳細全文を読む



スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.