OPEN-SOURCE SCRIPT
Adaptive Zero Lag EMA Strategy [Ehlers + Ric]

Behold! A strategy that makes use of Ehlers research into the field of signal processing and wins so consistently, on multiple time frames AND on multiple currency pairs.
The Adaptive Zero Lag EMA (AZLEMA) is based on an informative report by Ehlers and Ric [1].
I've modified it by using Cosine IFM, a method by Ehlers on determining the dominant cycle period without using fast-Fourier transforms [2] [3]
Instead, we use some basic differential equations that are simplified to approximate the cycle period over a 100 bar sample size.
The settings for this strategy allow you to scalp or swing trade! High versatility!
Since this strategy is frequency based, you can run it on any timeframe (M1 is untested) and even have the option of using adaptive settings for a best-fit.
>Settings
[1] mesasoftware.com/papers/ZeroLag.pdf
[2] jamesgoulding.com/Research_II/Ehlers/Ehlers (Measuring Cycles).doc
[3]![Cosine IFM [Ehlers]](https://s3.tradingview.com/5/5WqrAJgu_mid.png)
The Adaptive Zero Lag EMA (AZLEMA) is based on an informative report by Ehlers and Ric [1].
I've modified it by using Cosine IFM, a method by Ehlers on determining the dominant cycle period without using fast-Fourier transforms [2] [3]
Instead, we use some basic differential equations that are simplified to approximate the cycle period over a 100 bar sample size.
The settings for this strategy allow you to scalp or swing trade! High versatility!
Since this strategy is frequency based, you can run it on any timeframe (M1 is untested) and even have the option of using adaptive settings for a best-fit.
>Settings
- Source : Choose the value for calculations (close, open, high + low / 2, etc...)
- Period : Choose the dominant cycle for the ZLEMA (typically under 100)
- Adaptive? : Allow the strategy to continuously update the Period for you (disables Period setting)
- Gain Limit : Higher = faster response. Lower = smoother response. See [2] for more information.
- Threshold : Provides a bit more control over entering a trade. Lower = less selective. Higher = More selective. (range from 0 to 1)
- SL Points : Stop Poss level in points (10 points = 1 pip)
- TP Points : Take Profit level in points
- Risk : Percent of current balance to risk on each trade (0.01 = 1%)
[1] mesasoftware.com/papers/ZeroLag.pdf
[2] jamesgoulding.com/Research_II/Ehlers/Ehlers (Measuring Cycles).doc
[3]
![Cosine IFM [Ehlers]](https://s3.tradingview.com/5/5WqrAJgu_mid.png)
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開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
Algo Trading Simplified 👉 PaxProfits.com
Discover the easy way to manage Forex trading accounts. Trusted by traders globally.
Discover the easy way to manage Forex trading accounts. Trusted by traders globally.
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。