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Bar spread average
Guilherme Pinto
posted May 15, 2015

I'm trying to calculate the moving average for the past y (let's say y=50) bars spreads.
I've tried two different ways, but to no avail:

Method 1: 

    last_i_highs = history(50, '1d', 'high')  
    last_i_lows = history(50, '1d', 'low')  
    average_spread = last_i_highs.values - last_i_lows.values  
    average_spread = average_spread.mavg(30)

Method 2:

last_i_highs = history(50, '1d', 'high')
last_i_lows = history(50, '1d', 'low')
average_spread = []
for i in range(50):
average_spread.append(last_i_highs - last_i_lows)
average_spread.mavg(50)

What would be the best way to do so?
Thank you

1 response
Guilherme Pinto
May 16, 2015

Solved it.
Instead of using .mavg I used .mean() . I guess I just needed more coffee (:

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