added zlma

freqtrade/vendor/qtpylib/indicators.py

@@ -552,6 +552,26 @@ def stoch(df, window=14, d=3, k=3, fast=False):
 
     return pd.DataFrame(index=df.index, data=data)
 
+# ---------------------------------------------
+def zlma(series, window=20, kind="ema"):
+    """
+    John Ehlers' Zero lag (exponential) moving average
+    https://en.wikipedia.org/wiki/Zero_lag_exponential_moving_average
+    """
+    lag = (window - 1) // 2
+    series = 2 * series - series.shift(lag)
+    if kind in ['ewm', 'ema']:
+        return ema(series, lag)
+    elif kind == "hma":
+        return hma(series, lag)
+    return sma(series, lag)
+
+def zlema(series, window):
+    return zlma(series, window, kind="ema")
+def zlsma(series, window):
+    return zlma(series, window, kind="sma")
+def zlhma(series, window):
+    return zlma(series, window, kind="hma")
 
 # ---------------------------------------------