INNER CODE UNIT · Python
smoothed_atr
aticio/legitindicators · legitindicators.py:64
def smoothed_atr(data, length):
"""Average True Range indicator smoothed with super smoother
:param data: list of ohlc data [open, high, low, close]
:type data: list
:param length: Lookback period for atr indicator
:type length: int
:return: smoothed ATR of given ohlc data
:rtype: list
"""
trng = true_range(data)
res = super_smoother(trng, length)
return res
def rma(data, length):
"""Rolled Moving Average