ATR is calculated wrongly
pristas-peter opened this issue · 1 comments
pristas-peter commented
Describe the bug
ATR is calculated wrongly
Function atr (average true range) returns the RMA of true range. True range is max(high - low, abs(high - close[1]), abs(low - close[1])).
whereas this library is subtracting values from the same day
Expected behavior
The close prices should taken from close price from previous day.
cinar commented
An attempt to fix the True Range calculation. I am still not happy with the way the first value is getting calculated, but that is something that needs to be changed across the whole library at this point.
@pristas-peter please take a look.