zlema

//@version=3
strategy("Zero Lag EMA", overlay=true)

length = input(32, type=integer, title="Période")
limit = input(22, type=float, title="limite")
thresh = input(0.75, type=float, title="facteur de délimitation")

alpha = 2.0 / (length + 1)

e = ema(close, length)

leastError = 1000000.0
bestGain = 0.0
ec = alpha

b = for value1 = -limit to limit [1]
    gain = value1 / 10.0
    tmp_ec = alpha *(e + gain*(close - nz(ec[1]))) + (1 - alpha)*nz(ec[1])
    error = close - tmp_ec
    if (abs(error) < leastError)
        leastError := abs(error)
        bestGain := gain
    bestGain
ec := alpha * (e + b*(close - nz(ec[1]))) + (1 - alpha)*nz(ec[1])

plot(ec, color=blue, linewidth=2)
plot(e, color=red, linewidth=2)

if(ec > e and  100*leastError/close > thresh)
    strategy.entry("long", true)
if(ec < e and 100*leastError/close > thresh)
    strategy.entry("short", false)