INNER CODE UNIT · Python

i

Mo-Khalifa96/Forex-Trading-Bot · DataProcessing.py:37

    i = -500
    while i < 0:
        #Get the data to build the lists
        df = df_rates_orig[:i] 
        src = df['close'].iloc[-1]
        current_atr18 = ATR(high= df['high'], low=df['low'], close=df['close'], timeperiod=18).iloc[-1]
        atr = current_atr18 * 5
        up, dn = np.mean([df['high'].iloc[-1], df['low'].iloc[-1]]) + atr, np.mean([df['high'].iloc[-1], df['low'].iloc[-1]]) - atr

        #get upper
        if df['close'].iloc[-2] < upper_lst[-1]:
            upper = min(up, upper_lst[-1])
        else:
            upper = up

        # get lower
        if df['close'].iloc[-2] > lower_lst[-1]:
            lower = max(dn, lower_lst[-1])

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