diff --git a/Docs/readme.md b/Docs/readme.md
index 0df8ddc3..d6504d39 100644
--- a/Docs/readme.md
+++ b/Docs/readme.md
@@ -1,37 +1,37 @@
-# QuanTAlib - quantitative technical indicators for Quantower and other C#-based trading platorms
-
-
-[](https://sonarcloud.io/summary/overall?id=mihakralj_QuanTAlib)
-[](https://app.codacy.com/gh/mihakralj/QuanTAlib/dashboard)
-[](https://codecov.io/gh/mihakralj/QuanTAlib)
-[](https://sonarcloud.io/summary/new_code?id=mihakralj_QuanTAlib)
-
-[](https://www.nuget.org/packages/QuanTAlib/)
-[](https://www.nuget.org/packages/QuanTAlib/)
-[](https://github.com/mihakralj/QuanTAlib/watchers)
-
-[](https://dotnet.microsoft.com/en-us/download/dotnet/7.0)
-[](https://dotnet.microsoft.com/en-us/download/dotnet/6.0)
-[](https://dotnet.microsoft.com/en-us/download/dotnet-framework/net48)
-[](Docs/LICENSE)
-
-
-Quantitative TA Library (**QuanTAlib**) is an easy-to-use C# library for quantitative technical analysis with base algorithms, charts, signals and strategies useful for trading securities with [Quantower](https://www.quantower.com/) and other C#-based trading platforms.
-
-**QuanTAlib** is written with some specific design criteria in mind - this is a list of reasons why there is '_yet another C# TA library_':
-
-- Written in native C# - no code conversion from TA-LIB or other imported/converted TA libraries
-- No usage of Decimal datatypes, LINQ, interface abstractions, or static classes (all for performance reasons)
-- Supports both **historical data analysis** (working on bulk of historical arrays) and **real-time analysis** (adding one data item at the time without the need to re-calculate the whole history)
-- Separation of calculations (**algos**) and visualizations (**charts**)
-- Handle early data right - no hiding of poor calculations with NaN values (unless explicitly requested), data is as valid as mathematically possible from the first value
-- Preservation of time-value integrity of each data throughout the calculation chain (each data point has a timestamp)
-- Usage of events - each data series is an event publisher, each indicator is a subscriber - this allows seamless data flow between indicators without the need of plumbing (see [MACD example](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/macd_example.ipynb) to understand how events allow chaining of indicators)
-
-QuanTAlib does not provide OHLCV quotes - but it can easily connect to any data feeds. There are some data feed classess
-available (**RND_Feed** for random OHLCV, **YAHOO_Feed** for Yahoo Finance daily stock data)
-
-See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/getting_started.ipynb) .NET interactive notebook to get a feel how library works. Developers can use QuanTAlib in .NET interactive or in console apps, but the best
-usage of the library is withing C#-enabled trading platforms - see **QuanTower_Charts** folder for Quantower examples.
-
-[**List of available and planned indicators**](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/coverage.md). **So. Much. To. Do...**
+# QuanTAlib - quantitative technical indicators for Quantower and other C#-based trading platorms
+
+
+[](https://sonarcloud.io/summary/overall?id=mihakralj_QuanTAlib)
+[](https://app.codacy.com/gh/mihakralj/QuanTAlib/dashboard)
+[](https://codecov.io/gh/mihakralj/QuanTAlib)
+[](https://sonarcloud.io/summary/new_code?id=mihakralj_QuanTAlib)
+[](https://www.codefactor.io/repository/github/mihakralj/quantalib/overview/main)
+
+[](https://www.nuget.org/packages/QuanTAlib/)
+
+[](https://www.nuget.org/packages/QuanTAlib/)
+[](https://github.com/mihakralj/QuanTAlib/watchers)
+
+[
+[](Docs/LICENSE)
+
+
+Quantitative TA Library (**QuanTAlib**) is an easy-to-use C# library for quantitative technical analysis with base algorithms, charts, signals and strategies useful for trading securities with [Quantower](https://www.quantower.com/) and other C#-based trading platforms.
+
+**QuanTAlib** is written with some specific design criteria in mind - this is a list of reasons why there is '_yet another C# TA library_':
+
+- Written in native C# - no code conversion from TA-LIB or other imported/converted TA libraries
+- No usage of Decimal datatypes, LINQ, interface abstractions, or static classes (all for performance reasons)
+- Supports both **historical data analysis** (working on bulk of historical arrays) and **real-time analysis** (adding one data item at the time without the need to re-calculate the whole history)
+- Separation of calculations (**algos**) and visualizations (**charts**)
+- Handle early data right - no hiding of poor calculations with NaN values (unless explicitly requested), data is as valid as mathematically possible from the first value
+- Preservation of time-value integrity of each data throughout the calculation chain (each data point has a timestamp)
+- Usage of events - each data series is an event publisher, each indicator is a subscriber - this allows seamless data flow between indicators without the need of plumbing (see [MACD example](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/macd_example.ipynb) to understand how events allow chaining of indicators)
+
+QuanTAlib does not provide OHLCV quotes - but it can easily connect to any data feeds. There are some data feed classess
+available (**RND_Feed** for random OHLCV, **YAHOO_Feed** for Yahoo Finance daily stock data)
+
+See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/getting_started.ipynb) .NET interactive notebook to get a feel how library works. Developers can use QuanTAlib in .NET interactive or in console apps, but the best
+usage of the library is withing C#-enabled trading platforms - see **QuanTower_Charts** folder for Quantower examples.
+
+[**List of available and planned indicators**](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/coverage.md). **So. Much. To. Do...**
diff --git a/Source/Basics/ZL_Series.cs b/Source/Basics/ZL_Series.cs
new file mode 100644
index 00000000..9eaa7ea7
--- /dev/null
+++ b/Source/Basics/ZL_Series.cs
@@ -0,0 +1,35 @@
+namespace QuanTAlib;
+using System;
+
+/*
+ZL: Zero Lag
+ 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) )
+
+Sources:
+ https://mudrex.com/blog/zero-lag-ema-trading-strategy/
+
+ */
+
+public class ZL_Series : Single_TSeries_Indicator
+{
+ public ZL_Series(TSeries source, int period, bool useNaN = false) : base(source, period:period, useNaN:useNaN) {
+ if (this._data.Count > 0) { base.Add(this._data); }
+ }
+
+ 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;
+
+ double _zl = TValue.v + (TValue.v - _data[_lag].v);
+
+ var ret = (TValue.t, (base.Count==0 && base._NaN) ? double.NaN : _zl );
+ base.Add(ret, update);
+
+ }
+}
\ No newline at end of file
diff --git a/Source/QuanTAlib.csproj b/Source/QuanTAlib.csproj
index 2d29fbca..92cac419 100644
--- a/Source/QuanTAlib.csproj
+++ b/Source/QuanTAlib.csproj
@@ -51,11 +51,14 @@
- images\icon.png
+ QuanTAlib2.png
https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png
+ False
+ C:\Dropbox\SSH keys\Certum\MihaKralj_OpenSource.pem
+ True
-
+