diff --git a/pandas_ta/momentum/bop.py b/pandas_ta/momentum/bop.py
index 1c975ec..4679f63 100644
--- a/pandas_ta/momentum/bop.py
+++ b/pandas_ta/momentum/bop.py
@@ -1,5 +1,5 @@
 # -*- coding: utf-8 -*-
-from ..utils import get_offset, verify_series
+from ..utils import get_offset, non_zero_range, verify_series
 
 def bop(open_, high, low, close, offset=None, **kwargs):
     """Indicator: Balance of Power (BOP)"""
@@ -8,11 +8,11 @@ def bop(open_, high, low, close, offset=None, **kwargs):
     high = verify_series(high)
     low = verify_series(low)
     close = verify_series(close)
+    high_low_range = non_zero_range(high, low)
+    close_open_range = non_zero_range(close, open_)
     offset = get_offset(offset)
 
     # Calculate Result
-    close_open_range = close - open_
-    high_low_range = high - low
     bop = close_open_range / high_low_range
 
     # Offset
diff --git a/pandas_ta/momentum/rvi.py b/pandas_ta/momentum/rvi.py
index 922be6b..92dc5db 100644
--- a/pandas_ta/momentum/rvi.py
+++ b/pandas_ta/momentum/rvi.py
@@ -1,7 +1,7 @@
 # -*- coding: utf-8 -*-
 from pandas import DataFrame
 from ..overlap.swma import swma
-from ..utils import get_offset, verify_series
+from ..utils import get_offset, non_zero_range, verify_series
 
 def rvi(open_, high, low, close, length=None, swma_length=None, offset=None, **kwargs):
     """Indicator: RVI"""
@@ -10,13 +10,15 @@ def rvi(open_, high, low, close, length=None, swma_length=None, offset=None, **k
     high = verify_series(high)
     low = verify_series(low)
     close = verify_series(close)
+    high_low_range = non_zero_range(high, low)
+    close_open_range = non_zero_range(close, open_)
     length = int(length) if length and length > 0 else 14
     swma_length = int(swma_length) if swma_length and swma_length > 0 else 4
     offset = get_offset(offset)
 
     # Calculate Result
-    numerator = swma(close - open_, length=swma_length).rolling(length).sum()
-    denominator = swma(high - low, length=swma_length).rolling(length).sum()
+    numerator = swma(close_open_range, length=swma_length).rolling(length).sum()
+    denominator = swma(high_low_range, length=swma_length).rolling(length).sum()
     
     rvi = numerator / denominator
     signal = swma(rvi, length=swma_length)
diff --git a/pandas_ta/overlap/kama.py b/pandas_ta/overlap/kama.py
index a4b5f98..62ed5de 100644
--- a/pandas_ta/overlap/kama.py
+++ b/pandas_ta/overlap/kama.py
@@ -1,7 +1,7 @@
 # -*- coding: utf-8 -*-
 from numpy import NaN as npNaN
-from pandas import Series
-from ..utils import get_drift, get_offset, verify_series
+from pandas import Series, DataFrame
+from ..utils import get_drift, get_offset, non_zero_range, verify_series
 
 def kama(close, length=None, fast=None, slow=None, drift=None, offset=None, **kwargs):
     """Indicator: Kaufman's Adaptive Moving Average (HMA)"""
@@ -17,9 +17,9 @@ def kama(close, length=None, fast=None, slow=None, drift=None, offset=None, **kw
     m = close.size
     fr = 2 / (fast + 1)
     sr = 2 / (slow + 1)
-    
-    abs_diff = close.diff(length).abs()
-    peer_diff = close.diff(drift).abs()
+
+    abs_diff = non_zero_range(close, close.shift(length)).abs()
+    peer_diff = non_zero_range(close, close.shift(drift)).abs()
     peer_diff_sum = peer_diff.rolling(length).sum()
     er = abs_diff / peer_diff_sum
     x = er * (fr - sr) + sr
diff --git a/pandas_ta/trend/qstick.py b/pandas_ta/trend/qstick.py
index 8dbb4b4..3e5cbf1 100644
--- a/pandas_ta/trend/qstick.py
+++ b/pandas_ta/trend/qstick.py
@@ -4,7 +4,7 @@ from ..overlap.ema import ema
 from ..overlap.hma import hma
 from ..overlap.rma import rma
 from ..overlap.sma import sma
-from ..utils import get_offset, verify_series
+from ..utils import get_offset, non_zero_range, verify_series
 
 def qstick(open_, close, length=None, offset=None, **kwargs):
     """Indicator: Q Stick"""
@@ -16,7 +16,7 @@ def qstick(open_, close, length=None, offset=None, **kwargs):
     ma = kwargs.pop('ma', 'sma') if 'ma' in kwargs else 'sma'
 
     # Calculate Result
-    diff = close - open_
+    diff = non_zero_range(close, open_)
 
     if ma in [None, 'sma']: qstick = sma(diff, length=length)
     if ma == 'dema': qstick = dema(diff, length=length, **kwargs)
diff --git a/pandas_ta/utils.py b/pandas_ta/utils.py
index 6f3e907..a92243d 100644
--- a/pandas_ta/utils.py
+++ b/pandas_ta/utils.py
@@ -117,6 +117,17 @@ def get_offset(x:int):
     return int(x) if x else 0
 
 
+def non_zero_range(high:pd.Series, low:pd.Series):
+    """Returns the difference of two series and adds epsilon if
+    to any zero values.  This occurs commonly in crypto data when
+    high = low.
+    """
+    diff = high - low
+    if diff.eq(0).any().any():
+        diff += sflt.epsilon
+    return diff
+
+
 def pascals_triangle(n:int =None, **kwargs):
     """Pascal's Triangle
 
diff --git a/pandas_ta/volatility/accbands.py b/pandas_ta/volatility/accbands.py
index 36317dc..82c6a0b 100644
--- a/pandas_ta/volatility/accbands.py
+++ b/pandas_ta/volatility/accbands.py
@@ -1,6 +1,6 @@
 # -*- coding: utf-8 -*-
 from pandas import DataFrame
-from ..utils import get_drift, get_offset, verify_series
+from ..utils import get_drift, get_offset, non_zero_range, verify_series
 
 def accbands(high, low, close, length=None, c=None, drift=None, mamode=None, offset=None, **kwargs):
     """Indicator: Acceleration Bands (ACCBANDS)"""
@@ -8,6 +8,7 @@ def accbands(high, low, close, length=None, c=None, drift=None, mamode=None, off
     high = verify_series(high)
     low = verify_series(low)
     close = verify_series(close)
+    high_low_range = non_zero_range(high, low)
     length = int(length) if length and length > 0 else 20
     c = float(c) if c and c > 0 else 4
     min_periods = int(kwargs['min_periods']) if 'min_periods' in kwargs and kwargs['min_periods'] is not None else length
@@ -16,7 +17,7 @@ def accbands(high, low, close, length=None, c=None, drift=None, mamode=None, off
     offset = get_offset(offset)
 
     # Calculate Result
-    hl_ratio  = (high - low) / (high + low)
+    hl_ratio  = high_low_range / (high + low)
     hl_ratio *= c
     _lower = low * (1 - hl_ratio)
     _upper = high * (1 + hl_ratio)
diff --git a/pandas_ta/volatility/kc.py b/pandas_ta/volatility/kc.py
index deccae8..ae1a7d4 100644
--- a/pandas_ta/volatility/kc.py
+++ b/pandas_ta/volatility/kc.py
@@ -4,7 +4,7 @@ from pandas import DataFrame
 from .atr import atr
 from ..overlap.hlc3 import hlc3
 from ..statistics.variance import variance
-from ..utils import get_offset, verify_series
+from ..utils import get_offset, non_zero_range, verify_series
 
 
 def kc(high, low, close, length=None, scalar=None, mamode=None, offset=None, **kwargs):
@@ -26,7 +26,7 @@ def kc(high, low, close, length=None, scalar=None, mamode=None, offset=None, **k
         basis = close.ewm(span=length, min_periods=min_periods).mean()
         band = atr(high=high, low=low, close=close)
     else:
-        hl_range = high - low
+        hl_range = non_zero_range(high, low)
         typical_price = hlc3(high=high, low=low, close=close)
         basis = typical_price.rolling(length, min_periods=min_periods).mean()
         band = hl_range.rolling(length, min_periods=min_periods).mean()
diff --git a/pandas_ta/volatility/massi.py b/pandas_ta/volatility/massi.py
index b9c2b3e..ed6f5d9 100644
--- a/pandas_ta/volatility/massi.py
+++ b/pandas_ta/volatility/massi.py
@@ -1,12 +1,13 @@
 # -*- coding: utf-8 -*-
 from ..overlap.ema import ema
-from ..utils import get_offset, verify_series
+from ..utils import get_offset, non_zero_range, verify_series
 
 def massi(high, low, fast=None, slow=None, offset=None, **kwargs):
     """Indicator: Mass Index (MASSI)"""
     # Validate arguments
     high = verify_series(high)
     low = verify_series(low)
+    high_low_range = non_zero_range(high, low)
     fast = int(fast) if fast and fast > 0 else 9
     slow = int(slow) if slow and slow > 0 else 25
     if slow < fast:
@@ -15,8 +16,7 @@ def massi(high, low, fast=None, slow=None, offset=None, **kwargs):
     offset = get_offset(offset)
 
     # Calculate Result
-    hl_range = high - low
-    hl_ema1 = ema(close=hl_range, length=fast, **kwargs)
+    hl_ema1 = ema(close=high_low_range, length=fast, **kwargs)
     hl_ema2 = ema(close=hl_ema1, length=fast, **kwargs)
 
     hl_ratio = hl_ema1 / hl_ema2
diff --git a/pandas_ta/volatility/true_range.py b/pandas_ta/volatility/true_range.py
index 4b62832..d8320ea 100644
--- a/pandas_ta/volatility/true_range.py
+++ b/pandas_ta/volatility/true_range.py
@@ -1,6 +1,6 @@
 # -*- coding: utf-8 -*-
 from pandas import DataFrame
-from ..utils import get_drift, get_offset, verify_series
+from ..utils import get_drift, get_offset, non_zero_range, verify_series
 
 def true_range(high, low, close, drift=None, offset=None, **kwargs):
     """Indicator: True Range"""
@@ -8,12 +8,13 @@ def true_range(high, low, close, drift=None, offset=None, **kwargs):
     high = verify_series(high)
     low = verify_series(low)
     close = verify_series(close)
+    high_low_range = non_zero_range(high, low)
     drift = get_drift(drift)
     offset = get_offset(offset)
 
     # Calculate Result
     prev_close = close.shift(drift)
-    ranges = [high - low, high - prev_close, prev_close - low]
+    ranges = [high_low_range, high - prev_close, prev_close - low]
     true_range = DataFrame(ranges).T
     true_range = true_range.abs().max(axis=1)
 
diff --git a/pandas_ta/volume/ad.py b/pandas_ta/volume/ad.py
index ddacc55..08482a4 100644
--- a/pandas_ta/volume/ad.py
+++ b/pandas_ta/volume/ad.py
@@ -1,5 +1,5 @@
 # -*- coding: utf-8 -*-
-from ..utils import get_offset, verify_series
+from ..utils import get_offset, non_zero_range, verify_series
 
 def ad(high, low, close, volume, open_=None, offset=None, **kwargs):
     """Indicator: Accumulation/Distribution (AD)"""
@@ -8,17 +8,17 @@ def ad(high, low, close, volume, open_=None, offset=None, **kwargs):
     low = verify_series(low)
     close = verify_series(close)
     volume = verify_series(volume)
+    high_low_range = non_zero_range(high, low)
     offset = get_offset(offset)
 
     # Calculate Result
     if open_ is not None:
         open_ = verify_series(open_)
-        ad = close - open_  # AD with Open
-    else:                
-        ad = 2 * close - high - low  # AD with High, Low, Close
-
-    hl_range = high - low
-    ad *= volume / hl_range
+        ad = non_zero_range(close, open_) # AD with Open
+    else:
+        ad = 2 * close - (high + low)  # AD with High, Low, Close
+    
+    ad *= volume / high_low_range
     ad = ad.cumsum()
 
     # Offset
diff --git a/pandas_ta/volume/cmf.py b/pandas_ta/volume/cmf.py
index d7e7863..e861bcd 100644
--- a/pandas_ta/volume/cmf.py
+++ b/pandas_ta/volume/cmf.py
@@ -1,5 +1,5 @@
 # -*- coding: utf-8 -*-
-from ..utils import get_offset, verify_series
+from ..utils import get_offset, non_zero_range, verify_series
 
 def cmf(high, low, close, volume, open_=None, length=None, offset=None, **kwargs):
     """Indicator: Chaikin Money Flow (CMF)"""
@@ -8,6 +8,7 @@ def cmf(high, low, close, volume, open_=None, length=None, offset=None, **kwargs
     low = verify_series(low)
     close = verify_series(close)
     volume = verify_series(volume)
+    high_low_range = non_zero_range(high, low)
     length = int(length) if length and length > 0 else 20
     min_periods = int(kwargs['min_periods']) if 'min_periods' in kwargs and kwargs['min_periods'] is not None else length
     offset = get_offset(offset)
@@ -15,11 +16,11 @@ def cmf(high, low, close, volume, open_=None, length=None, offset=None, **kwargs
     # Calculate Result
     if open_ is not None:
         open_ = verify_series(open_)
-        ad = close - open_  # AD with Open
+        ad = non_zero_range(close, open_) # AD with Open
     else:                
-        ad = 2 * close - high - low  # AD with High, Low, Close
+        ad = 2 * close - (high + low)  # AD with High, Low, Close
 
-    hl_range = high - low
+    hl_range = high_low_range
     ad *= volume / hl_range
     cmf = ad.rolling(length, min_periods=min_periods).sum() / volume.rolling(length, min_periods=min_periods).sum()
 
diff --git a/pandas_ta/volume/eom.py b/pandas_ta/volume/eom.py
index c269493..0753283 100644
--- a/pandas_ta/volume/eom.py
+++ b/pandas_ta/volume/eom.py
@@ -1,6 +1,6 @@
 # -*- coding: utf-8 -*-
 from ..overlap.hl2 import hl2
-from ..utils import get_drift, get_offset, verify_series
+from ..utils import get_drift, get_offset, non_zero_range, verify_series
 
 def eom(high, low, close, volume, length=None, divisor=None, drift=None, offset=None, **kwargs):
     """Indicator: Ease of Movement (EOM)"""
@@ -9,6 +9,7 @@ def eom(high, low, close, volume, length=None, divisor=None, drift=None, offset=
     low = verify_series(low)
     close = verify_series(close)
     volume = verify_series(volume)
+    high_low_range = non_zero_range(high, low)
     length = int(length) if length and length > 0 else 14
     min_periods = int(kwargs['min_periods']) if 'min_periods' in kwargs and kwargs['min_periods'] is not None else length
     divisor = divisor if divisor and divisor > 0 else 100000000
@@ -16,9 +17,8 @@ def eom(high, low, close, volume, length=None, divisor=None, drift=None, offset=
     offset = get_offset(offset)
 
     # Calculate Result
-    hl_range = high - low
     distance = hl2(high=high, low=low) - hl2(high=high.shift(drift), low=low.shift(drift))
-    box_ratio = (volume / divisor) / hl_range
+    box_ratio = (volume / divisor) / high_low_range
     eom = distance / box_ratio
     eom = eom.rolling(length, min_periods=min_periods).mean()
 
diff --git a/setup.py b/setup.py
index 517d8d5..830953c 100644
--- a/setup.py
+++ b/setup.py
@@ -6,7 +6,7 @@ long_description = "An easy to use Python 3 Pandas Extension with 80+ Technical
 setup(
     name ="pandas_ta",
     packages =['pandas_ta', 'pandas_ta.momentum', 'pandas_ta.overlap', 'pandas_ta.performance', 'pandas_ta.statistics', 'pandas_ta.trend', 'pandas_ta.volatility', 'pandas_ta.volume'],
-    version ="0.1.38b",
+    version ="0.1.39b",
     description =long_description,
     long_description =long_description,
     author ="Kevin Johnson",