mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-19 19:18:05 +00:00
doc headers
This commit is contained in:
@@ -1,5 +1,22 @@
|
||||
# APZ: Adaptive Price Zone
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Channel |
|
||||
| **Inputs** | OHLCV bar (TBar) |
|
||||
| **Parameters** | `period`, `multiplier` (default 2.0) |
|
||||
| **Outputs** | Multiple series (Upper, Lower) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `period` bars |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- APZ constructs a volatility-adaptive envelope using double-smoothed exponential moving averages with an aggressive smoothing factor derived from $\...
|
||||
- Parameterized by `period`, `multiplier` (default 2.0).
|
||||
- Output range: Tracks input.
|
||||
- Requires `period` bars of warmup before first valid output (IsHot = true).
|
||||
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
|
||||
|
||||
APZ constructs a volatility-adaptive envelope using double-smoothed exponential moving averages with an aggressive smoothing factor derived from $\sqrt{\text{period}}$, making it significantly faster than standard EMA-based channels. The center line is a double-EMA of price; the band width is a double-EMA of the high-low range, scaled by a multiplier. Designed specifically for mean-reversion trading in non-trending markets, APZ identifies overbought/oversold extremes where price is likely to reverse rather than continue. A closing price outside the zone signals an immediate overshoot, not a breakout.
|
||||
|
||||
## Historical Context
|
||||
|
||||
Reference in New Issue
Block a user