Zero Lag Least Squares Moving Average (ZLSMA)

Category: trend

A trend-following moving average that combines Linear Regression Moving Average (LRMA) with zero-lag logic to track price action with minimal delay.

Formula

\\text{ZLSMA} = 2 \cdot \text{LRMA}(period) - \text{LRMA}(\text{LRMA}(period))\\ \text{where LRMA} = 3 \cdot \text{WMA} - 2 \cdot \text{SMA} \text{ (Least Squares estimation)}

Inputs

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

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