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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
49 lines
1.6 KiB
Plaintext
49 lines
1.6 KiB
Plaintext
// The MIT License (MIT)
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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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if alpha <= 0 and period <= 0
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runtime.error("Alpha or period must be provided")
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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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