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Add Yang-Zhang Volatility (YZV) Indicator Implementation

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- Introduced YZV class for calculating Yang-Zhang Volatility, a comprehensive volatility measure that incorporates overnight, open-to-close, and high-low components.
- Implemented calculation methods, including batch processing for TBarSeries and spans.
- Added documentation for YZV, detailing its mathematical foundation, performance profile, and trading applications.
- Updated volume index documentation to reflect changes in file paths.
- Refactored VWMA calculation method to use a more generic source parameter instead of price.
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Miha Kralj
2026-02-02 19:47:21 -08:00
parent a03d7aa0ce
commit c034cbd5e5
78 changed files with 16662 additions and 366 deletions
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lib/channels/apz/apz.md
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@@ -26,7 +26,7 @@ The indicator forms a set of bands around a central line, creating a "zone" that
| --------- | ------- | -------- | -------------- |
| Period | 20 | Controls the lookback period for calculations (sqrt applied internally) | Increase (30-50) for longer-term analysis and smoother bands; decrease (10-15) for more responsive, shorter-term signals |
| Band Multiplier | 2.0 | Multiplier for band width based on adaptive range | Increase (2.5-3.0) for wider bands in more volatile markets; decrease (1.5-1.8) for tighter bands and more frequent signals |
| Source | close | Price series used for middle line calculation | Use 'typical price' (hlc3) for incorporating full bar range; use 'close' for end-of-period focus |
| Source | source | Data source for middle line calculation | Use 'typical price' (hlc3) for incorporating full bar range; use 'close' for end-of-period focus |
**Pro Tip:** Start with the default settings (period=20, multiplier=2.0) and adjust based on your trading timeframe and market conditions. For intraday trading on choppy markets, consider period=30 with multiplier=1.8 for more frequent signals. For daily charts in range-bound markets, period=20 with multiplier=2.2 provides reliable reversal points. Always combine with a trend filter (ADX < 30) to avoid using the APZ in strongly trending conditions where it may generate false signals.