INNER CODE UNIT · Python

szladx

aticio/legitindicators · legitindicators.py:207

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 = []
    smoothed_true_range = []
    smoothed_directional_movement_plus = []
    smoothed_directional_movement_minus = []
    dxi = []
    szladxi = []

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