Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 1/25/2010(UTC)
Posts: 44
Location: Rome, IT
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Hi guys, to detrendize prices or oscillators I applied this formula:
Close-Ref( Mov(Close, X, Simple ), T)
where X is the number of Time Periods for the Oscillator and T =X /2 + 1.
For example, a 20 period DPO would be:
X = 20
T = (20/2 + 1) = 11 But this kind of formula causes a loss of latest data. Someone can suggest me another method to detrendize? (for example to detrendize a centered moving average) Thanks
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 11/7/2005(UTC)
Posts: 602
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I am not sure where I got this code but it attempts to remove
the lag I think you are talking about.
You might apply the below logic to your indicator.
Period:= Input("What Period",1,250,10);
EMA1:= Mov(P,Period,E);
EMA2:= Mov(EMA1,Period,E);
Difference:= EMA1 - EMA2;
ZeroLagEMA:= EMA1 + Difference;
ZeroLagEMA
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