This commit is contained in:
Miha Kralj
2022-04-20 22:10:21 -07:00
committed by Miha
parent c5d06eb06f
commit 2bc0d3f0ea
3 changed files with 77 additions and 39 deletions
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namespace QuanTAlib;
using System;
/* <summary>
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/
</summary> */
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);
}
}
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</PropertyGroup>
<PropertyGroup>
<PackageIcon>images\icon.png</PackageIcon>
<PackageIcon>QuanTAlib2.png</PackageIcon>
<PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
<SignAssembly>False</SignAssembly>
<AssemblyOriginatorKeyFile>C:\Dropbox\SSH keys\Certum\MihaKralj_OpenSource.pem</AssemblyOriginatorKeyFile>
<DelaySign>True</DelaySign>
</PropertyGroup>
<ItemGroup>
<None Include="..\.github\QuanTAlib2.png" Pack="true" Visible="false" PackagePath="images\icon.png" />
<None Include="..\.github\QuanTAlib2.png" Pack="true" Visible="false" PackagePath="\" />
</ItemGroup>
<ItemGroup>