# Zero Lag Exponential Moving Average (ZLEMA)

> QuantNexus indicator page for a reduced-lag exponential moving average.

**Route**: `/quantnexus/indicators/zlema/`

## What It Does

ZLEMA reduces the lag of a standard exponential moving average by compensating for delayed price input.

## Formula

`ZLEMA = EMA(adjusted price, period)`

## Parameters

- `period` - default `30`
- `_movav` - default `EMA`

## C++23 API

```cpp
#include <nonabt/indicators/zlema.hpp>
auto zlema = std::make_unique<nonabt::ZLEMA>(data().close(), 30, "EMA");
```

## Common Usage

- Use it as a faster trend baseline than a plain EMA.
- Pair it with price crossovers or envelopes.
- Helpful when you want smoother trend response with less delay.