backtrader.indicators.zlema module

ZLEMA Indicator Module - Zero Lag Exponential Moving Average.

This module provides the ZLEMA (Zero Lag Exponential Moving Average) indicator which aims to reduce lag in the standard EMA.

Classes:

ZeroLagExponentialMovingAverage: ZLEMA indicator (aliases: ZLEMA, ZeroLagEma).

示例

class MyStrategy(bt.Strategy):
def __init__(self):

self.zlema = bt.indicators.ZLEMA(self.data.close, period=20)

def next(self):

# Price above ZLEMA indicates uptrend if self.data.close[0] > self.zlema[0]:

self.buy()

# Price below ZLEMA indicates downtrend elif self.data.close[0] < self.zlema[0]:

self.sell()

class backtrader.indicators.zlema.ZeroLagExponentialMovingAverage[源代码]

基类：MovingAverageBase

The zero-lag exponential moving average (ZLEMA) is a variation of the EMA which adds a momentum term aiming to reduce lag in the average to track current prices more closely.

Formula:

  • lag = (period - 1) / 2

  • zlema = ema(2 * data - data(-lag))

参见

alias = ('ZLEMA', 'ZeroLagEma')
__init__(*args, **kwargs)
nextstart()[源代码]

Seed ZLEMA calculation with SMA on first valid bar.

Uses SMA of lag-adjusted data for initial seed value.

next()[源代码]

Calculate ZLEMA for the current bar.

Applies EMA to lag-adjusted data: 2 * data - data(-lag).

once(start, end)[源代码]

Calculate ZLEMA in runonce mode.

Applies EMA to lag-adjusted data across all bars.

frompackages = ()
packages = ()