diff --git a/zipline/pipeline/factors/technical.py b/zipline/pipeline/factors/technical.py index 0d03e9c7..23a2a7d8 100644 --- a/zipline/pipeline/factors/technical.py +++ b/zipline/pipeline/factors/technical.py @@ -651,10 +651,17 @@ class TrueRange(CustomFactor): A technical indicator originally developed by J. Welles Wilder, Jr. Indicates the true degree of daily price change in an underlying. - """ - inputs = (USEquityPricing.high, USEquityPricing.low, - USEquityPricing.close, ) + **Default Inputs:** :data:`zipline.pipeline.data.USEquityPricing.high` + :data:`zipline.pipeline.data.USEquityPricing.low` + :data:`zipline.pipeline.data.USEquityPricing.close` + **Default Window Length:** 2 + """ + inputs = ( + USEquityPricing.high, + USEquityPricing.low, + USEquityPricing.close, + ) window_length = 2 def compute(self, today, assets, out, highs, lows, closes):