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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/ht_dcphase/ht_dcphase.md
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@@ -20,7 +20,7 @@ HT_DCPHASE works by computing the In-phase (I) and Quadrature (Q) components thr
| Parameter | Default | Function | When to Adjust |
| ------ | ------ | ------ | ------ |
| Source | hlc3 | Price data for analysis | Use close for simpler signals; hlc3 for smoother, more comprehensive cycle detection |
| Source | source | Data source for analysis | Use close for simpler signals; hlc3 for smoother, more comprehensive cycle detection |
**Pro Tip:** HT_DCPHASE is most effective when used in conjunction with HT_DCPERIOD to understand both the cycle length and current position. Phase crossings through zero often correspond to significant trend changes. The indicator works best on instruments with clear cyclical behavior - sideways or ranging markets provide cleaner signals than strongly trending markets.