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DOC trend_return doc linewrap

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Kevin Johnson
2020-10-06 10:05:01 -07:00
parent 4ffea8aaa1
commit 286aea7e63
1 changed files with 5 additions and 2 deletions
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pandas_ta/performance/trend_return.py
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@@ -63,8 +63,11 @@ def trend_return(close, trend, log=True, cumulative=None, trend_reset=0, trade_o
trend_return.__doc__ = \
"""Trend Return
Calculates the (Cumulative) Returns of a Trend as defined by a sequence of booleans called a 'trend'. One popular example in TA literature is to be long
when the 'close' > 'moving average'. In which case, the trend= close > sma(close, 50). By default it calculates log returns but can also use percent change.
Calculates the (Cumulative) Returns of a Trend as defined by a sequence of
booleans called a 'trend'. One popular example in TA literature is to be long
when the 'close' > 'moving average'. In which case, the
trend= close > sma(close, 50). By default it calculates log returns but can also
use percent change.
Examples:
ta.trend_return(close, trend= close > ta.sma(close, 50))