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readme
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namespace QuanTAlib;
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using System;
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/* <summary>
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ZL: Zero Lag
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Data is de-lagged by removing the data from “lag” days ago, thus removing
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(or attempting to) the cumulative effect of the moving average.
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Calculation:
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Lag = (Period-1)/2
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ZL = Data + (Data - Data(Lag days ago) )
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Sources:
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https://mudrex.com/blog/zero-lag-ema-trading-strategy/
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</summary> */
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public class ZL_Series : Single_TSeries_Indicator
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{
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public ZL_Series(TSeries source, int period, bool useNaN = false) : base(source, period:period, useNaN:useNaN) {
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if (this._data.Count > 0) { base.Add(this._data); }
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}
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public override void Add((DateTime t, double v) TValue, bool update)
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{
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int _lag = (int)((_p-1) * 0.5);
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_lag = (_data.Count-_lag < 0) ? 0 : _data.Count-_lag;
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double _zl = TValue.v + (TValue.v - _data[_lag].v);
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var ret = (TValue.t, (base.Count==0 && base._NaN) ? double.NaN : _zl );
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base.Add(ret, update);
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}
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}
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@@ -51,11 +51,14 @@
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</PropertyGroup>
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<PropertyGroup>
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<PackageIcon>images\icon.png</PackageIcon>
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<PackageIcon>QuanTAlib2.png</PackageIcon>
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<PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
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<SignAssembly>False</SignAssembly>
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<AssemblyOriginatorKeyFile>C:\Dropbox\SSH keys\Certum\MihaKralj_OpenSource.pem</AssemblyOriginatorKeyFile>
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<DelaySign>True</DelaySign>
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</PropertyGroup>
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<ItemGroup>
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<None Include="..\.github\QuanTAlib2.png" Pack="true" Visible="false" PackagePath="images\icon.png" />
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<None Include="..\.github\QuanTAlib2.png" Pack="true" Visible="false" PackagePath="\" />
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</ItemGroup>
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<ItemGroup>
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