Zero Lag Least Squares Moving Average (ZLSMA)

Category: trend

A zero-lag version of the Least Squares Moving Average that applies the zero-lag technique (2*LRMA - LRMA of LRMA) to reduce latency while maintaining smoothness. Supports optional Heiken Ashi price smoothing.

Formula

ZLSMA = 2 * LSMA(price, n) - LSMA(LSMA(price, n), n) \nwhere LSMA = 3 * WMA(price, n) - 2 * SMA(price, n)

Inputs

• LRPeriod (default: 14)
• HeikenAshi (default: true)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.