D07-F01-A15 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Zero-Lag Exponential Moving Average (ZLEMA)
What happens when the EMA input is de-lagged with a finite difference? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
lag=floor((n-1)/2); ZLEMA_t=EMA_n(P_t + (P_t-P_(t-lag)))
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7