INNER CODE UNIT · Python

low1

aticio/legitindicators · legitindicators.py:237

            low1 = data[i-1][1]
            close1 = data[i-1][2]

            trng = max(max(high - low, abs(high - close1)), abs(low - close1))
            if high - high1 > low1 - low:
                directional_movement_plus = max(high - high1, 0)
            else:
                directional_movement_plus = 0

            if low1 - low > high - high1:
                directional_movement_minus = max(low1 - low, 0)
            else:
                directional_movement_minus = 0

            smoothed_true_range.append(smoothed_true_range[i-1] - (smoothed_true_range[i-1] / length) + trng)
            smoothed_directional_movement_plus.append(smoothed_directional_movement_plus[i-1] - (smoothed_directional_movement_plus[i - 1] / length) + directional_movement_plus)
            smoothed_directional_movement_minus.append(smoothed_directional_movement_minus[i-1] - (smoothed_directional_movement_minus[i - 1] / length) + directional_movement_minus)

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