zlma
Calculate the zero lag exponential moving average (ZLEMA).
Created by John Ehlers and Ric Way. The idea is do a regular exponential moving average (EMA) calculation but on a de-lagged data instead of doing it on the regular data. Data is de-lagged by removing the data from "lag" days ago thus removing (or attempting to) the cumulative effect of the moving average.
Examples
from openbb import obb
# Get the Chande Momentum Oscillator.
stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')
zlma_data = obb.technical.zlma(data=stock_data.results, target='close', length=50, offset=0)
obb.technical.zlma(length=2, data='[{'date': '2023-01-02', 'open': 110.0, 'high': 120.0, 'low': 100.0, 'close': 115.0, 'volume': 10000.0}, {'date': '2023-01-03', 'open': 165.0, 'high': 180.0, 'low': 150.0, 'close': 172.5, 'volume': 15000.0}, {'date': '2023-01-04', 'open': 146.67, 'high': 160.0, 'low': 133.33, 'close': 153.33, 'volume': 13333.33}, {'date': '2023-01-05', 'open': 137.5, 'high': 150.0, 'low': 125.0, 'close': 143.75, 'volume': 12500.0}, {'date': '2023-01-06', 'open': 132.0, 'high': 144.0, 'low': 120.0, 'close': 138.0, 'volume': 12000.0}]')
Parameters
- standard
data
: list[openbb_core.provider.abstract.data.Data]
list of data to be used for the calculation.
• Optional: False
target
: str
Target column name.
• Default: close
• Optional: True
index
: str
Index column name to use with data
, by default 'date'.
• Default: date
• Optional: True
length
: int
Number of periods to be used for the calculation, by default 50.
• Default: 50
• Optional: True
offset
: int
Offset to be used for the calculation, by default 0.
• Optional: True
Returns
results
: list[Data]
Serializable results.
provider
: None
Provider name.
warnings
: Optional[list[Warning_]]
list of warnings.
chart
: Optional[Chart]
Chart object.
extra
: dict[str, Any]
Extra info.