H = closing_price + ATR
L = closing_price - ATR

If H #new# > H.shift(1) #previous#
    H_TS = H.shift(1)
else
    H_TS = H

If L #new# > L.shift(1) #previous#
    L_TS = L.shift(1)
else
    L_TS = L

If closing_price > H_TS
    ATR_TS = L_TS

If closing_price < L_TS
    ATR_TS = H_TS

df = pd.read_csv('EURUSD_pp.csv',index_col='date')
df['h'] = df['bidclose'] + ATR(df['bidclose'],10)*2
df['h_shift']= df['h'].shift(1)
df['ATR_H_line'] = np.NaN
df['ATR_H_line']= np.where((df['h'] > df['hh']),df['hhh'].shift(1),df['h'])