the zema written here is actually DEMA

[stash86]

remove zema, and use ta-lib DEMA

[xmatthias]

Is this removal due to the tests you've been doing about the difference between running that indicator against a small vs. a big dataframe?

I'm not against that if that's the reason - just would want some clarity. (it's also used in another function - so right now, everything is broken ...)

[stash86]

yes, I first noticed it when I do the recursive test. The difference of DEMA and this zema are identical for all lengths. So I checked investopedia for DEMA's formula, and found that current zema is actually DEMA

https://www.investopedia.com/ask/answers/121814/what-double-exponential-moving-average-dema-formula-and-how-it-calculated.asp

[xmatthias]

I'm not sure that's actually the case though (please read to the end - zema is still not correct).

the formula according to your link is DEMA=(2∗EMA(n))−(EMA(EMA(n))) ...

the "2x" part is missing - and the signs are also different.

That said - i can't find a definition for zema matching the implementation, either.
the closes is probably wikipedia's zlema

Which is however NOT corresponding to the implementation at hand, which appears to be something random.
Perfectly fine with removing ... though we'll also need to remove other references (in indicators.py).

[stash86]

It's the same actually.

dataframe["d"] = dataframe["ema1"] - dataframe["ema2"]
dataframe["zema"] = dataframe["ema1"] + dataframe["d"]

can be re-arranged into

dataframe["zema"] = dataframe["ema1"] + dataframe["ema1"] - dataframe["ema2"]
dataframe["zema"] = (2 * dataframe["ema1"]) - dataframe["ema2"]
dataframe["zema"] = (2 * dataframe["ema1"]) - ta.EMA(dataframe["ema1"])

[stash86]

I'm gonna remove all references to zema and replace it wth dema

[xmatthias]

LGTM 👍