Add NonZeroDifference helping indicator

backtrader/indicators/crossover.py

@@ -24,6 +24,41 @@
 from . import Indicator, And
 
 
+class NonZeroDifference(Indicator):
+    '''
+    Keeps track of the difference between two data inputs skipping, memorizing
+    the last non zero value if the current difference is zero
+
+    Formula:
+      - diff = data - data1
+      - nzd = diff if diff else diff(-1)
+    '''
+    _mindatas = 2  # requires two (2) data sources
+    alias = ('NZD',)
+    lines = ('nzd',)
+
+    def nextstart(self):
+        self.l.nzd[0] = self.data0[0] - self.data1[0]  # seed value
+
+    def next(self):
+        d = self.data0[0] - self.data1[0]
+        self.l.nzd[0] = d if d else self.l.nzd[-1]
+
+    def oncestart(self, start, end):
+        self.line.array[start] = (
+            self.data0.array[start] - self.data1.array[start])
+
+    def once(self, start, end):
+        d0array = self.data0.array
+        d1array = self.data1.array
+        larray = self.line.array
+
+        prev = larray[start - 1]
+        for i in range(start, end):
+            d = d0array[i] - d1array[i]
+            larray[i] = prev = d if d else prev
+
+
 class _CrossBase(Indicator):
     _mindatas = 2