= np.mean( ups[:period] ) #first value is sum of avg gains<br />ups = ups.drop(ups.index[:(period-1)])<br />downs[downs.index[period-1]] = np.mean( downs[:period] ) #first value is sum of

#First Option for exiting/cancelling orders:

ltp_d[i:(i+n)]<br />first = arr_sl[:(n/2)] #first half<br />last = arr_sl[(n/2):] #second half<br />r_1 = np.sum(first &gt; 0)<br />r_2 = np.sum(last &lt; 0)<br /&g