INNER CODE UNIT · Python

a_1

aticio/legitindicators · legitindicators.py:198

            a_1 = math.exp(-arg)
            b_1 = 2 * a_1 * math.cos(4.44/float(length))
            c_2 = b_1
            c_3 = -a_1 * a_1
            c_1 = 1 - c_2 - c_3
            ssf.append(c_1 * (data[i] + data[i-1]) / 2 + c_2 * ssf[i-1] + c_3 * ssf[i-2])
    return ssf


def szladx(data, length):
    """A low lagging upgrade of ADX indicator.

    :param data: list data consists of [high, low, close]
    :type data: list
    :param length: lookback period of adx
    :type length: int
    :return: list of low lag adx indicator data
    :rtype: list

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