Closed henryrossiter closed 4 years ago
Fixes formula errors in Chandelier Exit calculation.
Stockcharts defines Chandelier Exit as:
Chandelier Exit (long) = 22-day High - ATR(22) x 3 Chandelier Exit (short) = 22-day Low + ATR(22) x 3
The same formula is shown here, here
Changes:
high
low
-
+
Please fix the unittest for Chandelier as well.
Fixes formula errors in Chandelier Exit calculation.
Stockcharts defines Chandelier Exit as:
The same formula is shown here, here
Changes:
high
andlow
columns to calculate rolling max and min-
to+
in short calculation