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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/cycles/cg/cg.md
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@@ -20,7 +20,7 @@ The core innovation of this indicator is its ability to measure where the "weigh
| Parameter | Default | Function | When to Adjust |
| ------ | ------ | ------ | ------ |
| Length | 10 | Controls the lookback period for the Center of Gravity calculation | Increase for longer cycles and smoother signals, decrease for shorter cycles and more responsive signals |
| Source | close | Price data used for calculation | Use close for trend-following, hlc3 for balanced representation, or hl2 for range-based analysis |
| Source | source | Data source for calculation | Typically uses close; hlc3 provides balanced representation; hl2 for range-based analysis |
**Pro Tip:** The optimal length setting often correlates with the dominant cycle length in the market. Start with shorter periods (8-14) for active markets and longer periods (20-30) for smoother, longer-term cycle identification.