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alphazwest/adr_modified_one.py

Created November 29, 2021 23:21
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adr_modified_one.py
# Get High/Low for each period
daily_ranges = [d[1] / d[0] for d in data]
# Get SMA of daily Ranges
sma = mean(daily_ranges)
# Calculate
modified_adr = 100 * (sma - 1)
>>> 85.0
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