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bill wiliams fractal python pandas Code Example
bill wiliams fractal python pandas 
def roll(df):
    bear_fractal = df['high'].rolling(5, center=True).apply(lambda x: x[2] == max(x), raw=True)
    bull_fractal = df['low'].rolling(5, center=True).apply(lambda x: x[2] == min(x), raw=True)
    return bear_fractal, bull_fractal
Source: codereview.stackexchange.com



Python

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Category:
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Sub Category:
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