ZMA {matiming} | R Documentation |
This function computes the ZMA of prices
ZMA(price, n)
price |
the vector of prices |
n |
the length of the averaging window (a scalar) |
the ZMA of prices (a vector)
Ehlers J. F. and Way R. (2010). Zero Lag (Well, Almost), Technical Analysis of Stocks and Commodities, 28 (12), 30-35.
Other moving average functions:
DMA()
,
EMA()
,
HMA()
,
LMA()
,
SMA()