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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
47 lines
1.6 KiB
Plaintext
47 lines
1.6 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Zero-Lag EMA (ZLEMA)", "ZLEMA", overlay=true)
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//@function Calculates ZLEMA using zero-lag price and exponential smoothing with compensator
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//@param source Series to calculate ZLEMA from
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//@param period Smoothing period
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//@param alpha Optional smoothing factor (overrides period if provided)
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//@returns ZLEMA value with zero-lag effect applied
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//@optimized Uses lag compensation buffer and exponential warmup compensator for O(1) complexity
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zlema(series float source, simple int period=0, simple float alpha=0) =>
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float a = alpha > 0 ? alpha : 2.0 / (period + 1)
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float beta = 1.0 - a
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simple int lag = math.max(1, math.round((period - 1) / 2))
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var bool warmup = true
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var float e = 1.0
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var float zlema = 0.0
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var float result = source
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var priceBuffer = array.new<float>(lag + 1, 0.0)
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if not na(source)
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array.shift(priceBuffer)
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array.push(priceBuffer, source)
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float laggedPrice = array.get(priceBuffer, 0)
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float signal = 2 * source - laggedPrice
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zlema := a * (signal - zlema) + zlema
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if warmup
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e *= beta
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float c = 1.0 / (1.0 - e)
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result := c * zlema
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warmup := e > 1e-10
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else
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result := zlema
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result
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(10, "Period", minval=1)
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i_source = input.source(close, "Source")
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// Calculation
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zlema_value = zlema(i_source, i_period)
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// Plot
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plot(zlema_value, "ZLEMA", color=color.yellow, linewidth=2)
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