INNER CODE UNIT · Python

alpha

aticio/legitindicators · legitindicators.py:38

    alpha = 2 / (length + 1)
    for i, _ in enumerate(data):
        if i < length:
            res.append(1)
        elif i == length:
            res.append(sma(data[0:i], length)[-1])
        else:
            res.append(alpha * data[i] + (1 - alpha) * res[i - 1])
    return res


def atr(data, length):
    """Average True Range indicator

    :param data: list of ohlc data [open, high, low, close]
    :type data: list
    :param length: lookback period for atr indicator
    :type length: int

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