there is something I don't understand.
in
this episode, Ehlers talks about Forward Reverse EMA indicator, saying it smoothes in one direction, then smoothes in the other direction, so reduce the lag (cancel it totally in theory)
two things weird I don't understand :
1) First this backward-forward process is not causal, even if you do it at end point, you need future data to make it work properly (or at all)
2) in the code I don't see any reverse filtering. It only access prices in the forward direction, and not the the backward.
so what is this ?
please someone explain to me
thanks
Jeff