Non Zero Difference (NZD)

QuantNexus indicator page for non-zero rolling difference analysis.

Route: /quantnexus/indicators/nzd/

What It Does

NZD measures the difference between the current value and the most recent non-zero reference in the series.

Formula

NZD = current value - last non-zero reference

Parameters

• period - default 10

C++23 API

#include <nonabt/indicators/nzd.hpp>
auto nzd = std::make_unique<nonabt::NZD>(data().close(), 10);

Common Usage

• Use it as a preprocessing or analysis helper.
• Helpful when sparse or zero-heavy series need a non-zero comparison.
• Not intended as a primary standalone trading signal.