I am working on volatility of stocks and cryptos. My goal is calculating their historical high/low and close deltas.

In mathematically the formula of close delta is: (1 - close price/previous close price) and high/low delta formula is: (Difference between High and Low / Previous Close Price)

I want to merge result in one dataframe. I tried below:

for i in range(len(df)):
    df['Closedelta'] = (1 - df['Close'].iloc[i] / df['Close'].iloc[i-1])

With this code I am getting same result for every row, output.

Any help appreciated, thank you.

CodePudding user response：

With the df['Closedelta'] in the for loop you are setting 1 value for the entire column, you should specify the row aswell to which you want to connect the value to.

Change df['Closedelta'] to df.iloc[i,5]