INNER CODE UNIT · Python

alpha_arg

aticio/legitindicators · legitindicators.py:175

            alpha_arg = 2 * 3.14159 / (hp_length * 1.414)
            alpha1 = (math.cos(alpha_arg) + math.sin(alpha_arg) - 1) / math.cos(alpha_arg)
            hpf.append(math.pow(1.0-alpha1/2.0, 2)*(data[i]-2*data[i-1]+data[i-2]) + 2*(1-alpha1)*hpf[i-1] - math.pow(1-alpha1, 2)*hpf[i-2])
    ss = super_smoother(hpf, ss_length)
    return ss


def super_smoother(data, length):
    """Python implementation of the Super Smoother indicator created by John Ehlers

    :param data: list of price data
    :type data: list
    :param length: period
    :type length: int
    :return: Super smoothed price data
    :rtype: list
    """
    ssf = []

View source record →