peerchemist / finta

Common financial technical indicators implemented in Pandas.
GNU Lesser General Public License v3.0
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Fix Chandelier Exit Formula #95

Closed henryrossiter closed 4 years ago

henryrossiter commented 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:

peerchemist commented 4 years ago

Please fix the unittest for Chandelier as well.