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KAMA, SMMA, ZLEMA

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Miha Kralj
2022-04-24 17:29:11 -07:00
parent 6b9aa85aa1
commit 0b57a75eb9
12 changed files with 284 additions and 69 deletions
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Source/Basics/ZL_Series.cs
+3 -3
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@@ -3,12 +3,12 @@ using System;
/* <summary>
ZL: Zero Lag
Data is de-lagged by removing the data from “lag” days ago, thus removing
Data is de-lagged by removing the data from “lag” days ago, thus removing
(or attempting to) the cumulative effect of the moving average.
Calculation:
Lag = (Period-1)/2
ZL = Data + (Data - Data(Lag days ago) )
ZL = Data + (Data - Data(Lag days ago) )
Sources:
https://mudrex.com/blog/zero-lag-ema-trading-strategy/
@@ -24,7 +24,7 @@ public class ZL_Series : Single_TSeries_Indicator
public override void Add((DateTime t, double v) TValue, bool update)
{
int _lag = (int)((_p-1) * 0.5);
_lag = (_data.Count-_lag < 0) ? 0 : _data.Count-_lag;
_lag = (this.Count-_lag < 0) ? 0 : this.Count-_lag;
double _zl = TValue.v + (TValue.v - _data[_lag].v);