`data['ATR'] = data['TR'].rolling(ndays).mean()` change to : `data['ATR'] = data['TR'].ewm(ignore_na=False, min_periods=0, com=ndays, adjust=True).mean()`
data['ATR'] = data['TR'].rolling(ndays).mean()change to :
data['ATR'] = data['TR'].ewm(ignore_na=False, min_periods=0, com=ndays, adjust=True).mean()