Code for william Fractal indicator

General
1

Hi, what is the code for William fractals?

Regards, Sobhit

2

sobhit, once go through this code


import pandas as pd
import numpy as np

def calculate_fractals(data, n):
    data['upFractal'] = np.nan
    data['downFractal'] = np.nan
    for i in range(n, len(data) - n):
        upflag_down = all(data['high'][i - j] < data['high'][i] for j in range(1, n + 1))
        upflag_up = all(data['high'][i + j] < data['high'][i] for j in range(1, n + 1))
        if upflag_down and upflag_up:
            data.loc[i, 'upFractal'] = data['high'][i]
        downflag_down = all(data['low'][i - j] > data['low'][i] for j in range(1, n + 1))
        downflag_up = all(data['low'][i + j] > data['low'][i] for j in range(1, n + 1))
        if downflag_down and downflag_up:
            data.loc[i, 'downFractal'] = data['low'][i]
    return data