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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_sine/ht_sine.md
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@@ -20,7 +20,7 @@ This indicator transforms the complex phase information from Hilbert Transform a
| Parameter | Default | Function | When to Adjust |
| ------ | ------ | ------ | ------ |
| Source | hlc3 | Price data for cycle analysis | Use close for simpler signals; hlc3 for smoother, more comprehensive cycle detection |
| Source | source | Data source for cycle analysis | Use close for simpler signals; hlc3 for smoother, more comprehensive cycle detection |
**Pro Tip:** Watch for crossovers between the sine and lead-sine waves as potential cycle reversal signals. When lead-sine crosses above sine near the trough (-1), it suggests an upcoming cycle bottom. When lead-sine crosses below sine near the peak (+1), it suggests an upcoming cycle top. The indicator works best in ranging or cyclical markets; strong trends can produce less reliable signals as the cycle assumption breaks down.