INNER CODE UNIT · Python
mean
aticio/legitindicators · legitindicators.py:146
mean = statistics.mean(avgtr[i - limit:i + 1])
th.append(mean * coef)
for t, _ in enumerate(avgtr):
if avgtr[t] >= th[t]:
atrl.append(1)
else:
atrl.append(0)
return atrl
def roofing_filter(data, hp_length, ss_length):
"""Python implementation of the Roofing Filter indicator created by John Ehlers
:param data: list of price data
:type data: list
:param hp_length: High Pass filter length
:type hp_length: int