ZMA {matiming}R Documentation

Computes the Zero Lag Exponential Moving Average (ZMA)

Description

This function computes the ZMA of prices

Usage

ZMA(price, n)

Arguments

price

the vector of prices

n

the length of the averaging window (a scalar)

Value

the ZMA of prices (a vector)

References

Ehlers J. F. and Way R. (2010). Zero Lag (Well, Almost), Technical Analysis of Stocks and Commodities, 28 (12), 30-35.

See Also

Other moving average functions: DMA(), EMA(), HMA(), LMA(), SMA()


[Package matiming version 1.0 Index]