I have my data stored in
df1 with the columns:
Date Time Open High Low Close Vol OI
I want to calculate the 20 period ATR from my df1. Using TA-Lib I have tried the following which gives an error:
todayATR = talib.ATR(df1['High'],df1['Low'],df1['Close'],timeperiod=20)
I am new to python so I might have missed something simple.