擅长:python、mysql、java
<p>这不是TR see-<a href="https://en.wikipedia.org/wiki/Average_true_range" rel="nofollow noreferrer">ATR</a>的正确计算方法,但下面是我的方法:</p>
<p>其中α=2/(跨度+1)</p>
<p><code>df['ATR'] = df['TR'].ewm(span = 10).mean()</code></p>
<p>否则,您应该能够轻松地进行如下平滑:</p>
<p><code>df['ATR'] = ( df['ATR'].shift(1)*13 + df['TR'] ) / 14</code></p>
<p><a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.ewm.html" rel="nofollow noreferrer">Pandas ewm</a></p>