From 286aea7e634e446775fa33816aa8717f5b43dc34 Mon Sep 17 00:00:00 2001 From: Kevin Johnson Date: Tue, 6 Oct 2020 10:05:01 -0700 Subject: [PATCH] DOC trend_return doc linewrap --- pandas_ta/performance/trend_return.py | 7 +++++-- 1 file changed, 5 insertions(+), 2 deletions(-) diff --git a/pandas_ta/performance/trend_return.py b/pandas_ta/performance/trend_return.py index 825928c..1116b33 100644 --- a/pandas_ta/performance/trend_return.py +++ b/pandas_ta/performance/trend_return.py @@ -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))