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Incorrect ATR Calculation when same dataframe being passed with new rows #14

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RajeshSivadasan opened this issue Apr 27, 2020 · 1 comment
Open

Incorrect ATR Calculation when same dataframe being passed with new rows #14

RajeshSivadasan opened this issue Apr 27, 2020 · 1 comment

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@RajeshSivadasan
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Technical-Indicators/indicator/indicators.py

Line 163 in c3f9e09

if not 'TR' in df.columns:

Consider removing the above line as TR is not calculated if same dataframe is passed with new rows as it happens in realtime situation. Hence ATR gets calculated incorrectly. I am calling ST / ATR post creation of each 2 min candle (dataframe row), so every 2 mins ST / ATR function gets called with new dataframe rows appended.
@debdipta
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hah...correct

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@debdipta @RajeshSivadasan