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86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
50 lines
1.7 KiB
Plaintext
50 lines
1.7 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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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/zlema.md
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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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