JMA, Kaufman, Hull, Tillson, Ehlers, ama, and any other as close to but not quite zero-lag attempts. VERY decent for momentum exits, but not for entries / signal generation. Use with another strategy (trend-finding) and it keeps you out of trades you might otherwise have taken (improved selection).
I don't think they are intended to be zero-lag, just low lag. BTW it is trivial to make ANY MA a zero lag MA. Follow these steps: 1) Calculate the MA of price (any MA will do.) 2) Calculate the MA of the first MA using the same parameters. 3) Zero-lag MA = 2*MA1-MA2 Thank you very much, and now my fee please.