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some more bug fixes on normalized bollinger bands width
1 parent ae03719 commit e77ee5a

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2 files changed

+5
-6
lines changed

2 files changed

+5
-6
lines changed

legitindicators.py

Lines changed: 4 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -1153,23 +1153,22 @@ def bollinger_bands_width_normalized(data, length, stdd):
11531153
lower.append(0)
11541154
bbw.append(0)
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else:
1156-
tmp = data[i - length:i]
1156+
tmp = data[i - length + 1:i + 1]
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dev.append(stdd * statistics.pstdev(tmp))
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upper.append(basis[i] + dev[i])
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lower.append(basis[i] - dev[i])
11601160
bbw.append(((basis[i] + dev[i]) - (basis[i] - dev[i]))/basis[i])
1161-
1161+
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for i, _ in enumerate(bbw):
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if i < length:
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bbwn.append(0)
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else:
1166-
max_val = max(bbw[i - length:i + 1])
1167-
min_val = min(bbw[i - length:i + 1])
1166+
max_val = max(bbw[i - length + 1:i + 1])
1167+
min_val = min(bbw[i - length + 1:i + 1])
11681168

11691169
if max_val == 0 and min_val == 0:
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bbwn.append(0)
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else:
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bbwn.append(round((bbw[i] - min_val) / (max_val - min_val), 3))
11731173

11741174
return bbwn
1175-

setup.py

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -5,7 +5,7 @@
55

66
setup(
77
name="legitindicators",
8-
version="0.0.71",
8+
version="0.0.72",
99
description="Legit indicators to be used in trading strategies.",
1010
py_modules=["legitindicators"],
1111
classifiers=[

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