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_fractalCopyright © 2021 Codeinu
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