= self.p.Average(TR(self.data), period=self.p.period) SmoothedMovingAverage(TrueRange, period) Yields a larger range than the daily range (High - Low) The idea is to take the close into account to calculate the range if it = TrueHigh(self.data) - TrueLow(self.data)ĭefined by J. If it yields a larger range than the daily range (High - Low)
The idea is to take the previous close into account to calculate the range max(high, prev_close) - min(low, prev_close) max(high - low, abs(high - prev_close), abs(prev_close - low) Records the "true low" which is the minimum of today's low and
Records the "true high" which is the maximum of today's high and FYI I was getting an error for the following at first so I modified it as you'll be able to see in the code below params = (('period', 14), ('Average', Average))įrom _future_ import (absolute_import, division, print_function,ĭefined by J. What would your full code be for this? I added the code like this and am getting an error in a strategy.
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