zlma#

zlma(close, length=None, mamode=None, offset=None, **kwargs)[source]#

Zero Lag Moving Average (ZLMA)

The Zero Lag Moving Average attempts to eliminate the lag associated with moving averages. This is an adaption created by John Ehler and Ric Way.

Sources:

https://en.wikipedia.org/wiki/Zero_lag_exponential_moving_average

Calculation:

Default Inputs:: length=10, mamode=EMA

EMA = Exponential Moving Average lag = int(0.5 * (length - 1))

SOURCE = 2 * close - close.shift(lag) ZLMA = MA(kind=mamode, SOURCE, length)

Args:

close (pd.Series): Series of ‘close’s length (int): It’s period. Default: 10 mamode (str): Options: ‘ema’, ‘hma’, ‘sma’, ‘wma’. Default: ‘ema’ offset (int): How many periods to offset the result. Default: 0

Kwargs:

fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method

Returns:

pd.Series: New feature generated.