INNER CODE UNIT · Python
alpha
aticio/legitindicators · legitindicators.py:89
alpha = 1 / length
romoav = []
for i, _ in enumerate(data):
if i < 1:
romoav.append(0)
else:
romoav.append(alpha * data[i] + (1 - alpha) * romoav[i - 1])
return romoav
def atrlimit(data, length, ss_length):
"""Average True Range implementation with a limit for using as a volatility indicator
:param data: list of ohlc data [open, high, low, close]
:type data: list
:param length: lookback period for atr indicator
:type length: int
:param ss_length: Super Smoother length to be used as threashold