INNER CODE UNIT · Python
c_3
aticio/legitindicators · legitindicators.py:201
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
"""
lag = (length - 1) / 2
ssf = []