Zero-Lag MACD as a Confirmation Indicator

Zero Lag MACD

Updated version of the classic MACD. This one is faster and lags less. It's also used as a zero level cross, instead of a two lines cross.Updated Delight

We’re taking a second look at the second indicator we blogged on nearly three years ago. Naturally, we included current testing results and streamlined the blog for quicker reading. We also created the accompanying technical analysis video. So, sit back and settle in for a few minutes to examine this popular little gem. By the way, VP will not be profiling this…just us.

How Do You Do

We’ve received a lot of emails over the years asking if we would ever test and post the results of this indicator. And, as many of you know; “We aim to please!”. The deciding factor was based on a very recent email from a new(ish) trader named Chloé N. who lives in Luxembourg. She discovered our site and was overwhelmed with so many choices. This, she said, was her favorite and hoped we could help her out.

Let’s Dig In

The Zero-Lag MACD (Moving Average Convergence Divergence) has undergone variations, tweaks to settings and calculations over the years, but essentially, the math behind all MACD indicators revolves around the use of different moving averages. And, like moving averages, the MACD was a staple among a handful of indicators found in a trader’s toolbox.

History 101

The original MACD was developed way back in 1979 by a guy named Gerald Appel and, was a pretty good thing, especially for stock traders who used it in various ways. However, it had its limitations and was generally too slow for Forex traders. The Zero-Lag MACD was developed by John Ehlers and Rick Way in 2010, and we’ll be showcasing this below chart indicator as a zero cross, something many know and love.

Advantages

Similar in appearance to most types of MACD indicators, the math in the Zero-Lag version attempts to provide advantages, including;

  • Reducing lag and reaction time
  • Emphasizes more recent market prices
  • Aids in identifying prevailing market trends

    Looky

We’ll post the default view below…although we had to brighten up a thing here and there for better visibility. Notice that it’s a bit of a combination view, including a single line signal and a histogram.

Now, we’re just going to remove that histogram and just use the signal line for our purposes. We also changed the signal line to “aqua” and added a zero line. Naturally, color choices are up to you.

Settings

There are three settings (just like the original). We use all of them, naturally.

Fast EMA:  This setting controls the number of bars used on the faster underlying EMA (Exponential Moving Average) line.  The default value is 12.

Slow EMA:  This setting controls the number of bars used on the slower underlying EMA line.  The default value is 24 (the original uses 26).

Signal EMA:  This setting allows users to adjust the number of periods the signal line would compute for the EMA of the MACD bars.  The default setting is 9.

How we Use it

Generally speaking, traders use MACD indicators in three different ways;

1. Reversals

2. Trends

3. Divergence

Since we are not reversal or divergence traders, we ONLY use MACD indicators as a trend identifier by taking signals when the signal line crosses the “zero line”.

Signals for Chloé

Since she asked so nicely, we’re happy to post the signal chart for her benefit. Don’t feel left out, friends…it’s for all of you as well.

These are pretty nice signals for the most part. Yes, there were a couple that were still a bit slow, but naturally anything with moving averages is still a lagging indicator. And that’s why we never use just one tool to trade with. Does anybody still do that? Heck, I knew a guy who used eight indicators to confirm his trades. Granted, he tended to pull his hair out when the seventh or eighth didn’t agree with the rest of them…but that’s another story for another time. Let’s go check out some testing numbers.

Numbers for Chloé

Below is the data from our testing.

What’s the Deal

Looking at the data, it did really well on both BTC and XAU — even on the 4-hour time frame.  EUR was about where it is and SPX is a bit soft, but that’s just what we have at the moment.  The numbers were quite different when we first looked at this a few years ago, but that’s just the nature of the market.  Given that this does pretty well as a C2 confirmation indicator and appears to be somewhat of a fan favorite, why not give it a try.  It costs nothing but your own time and effort.  At best, you’ve got a great new(ish) tool, and at best, you just got better at charting.  Win-win… 

Resources

You can get the indicator from the on-line library for free. When you’re ready to get it, click HERE. Also, be sure to subscribe to the Stonehill Forex YouTube channel for the technical analysis videos. Sign up for the Advanced NNFX Course HERE.

Our only goal is to make you a better trader.

*Our published testing results are based on money management strategies employed by the NNFX system and depend on varying external factors, which may be different between individuals and their specific broker conditions.  No guarantee, trading recommendations, or other market suggestions are implied.  Your results and subsequent trading activities are solely your own responsibility.

BTW – Any information communicated by Stonehill Forex Limited is solely for educational purposes. The information contained within the courses and on the website neither constitutes investment advice nor a general recommendation on investments.  It is not intended to be and should not be interpreted as investment advice or a general recommendation on investment. Any person who places trades, orders or makes other types of trades and investments etc. is responsible for their own investment decisions and does so at their own risk. It is recommended that any person taking investment decisions consults with an independent financial advisor. Stonehill Forex Limited training courses and blogs are for educational purposes only, not a financial advisory service, and does not give financial advice or make general recommendations on investment.