MACD with insufficient quote history is wrong

[GelLiNN]

I'm getting my historical data from yahoo finance, I have ensured everything is present in the Quote class, and then I pass the data into

int fastPeriod = 12; int slowPeriod = 26; int signalPeriod = 9; IEnumerable<MacdResult> results = Indicator.GetMacd(history, fastPeriod, slowPeriod, signalPeriod); But it gives me an exception on this line, every time saying "No historical quote provided".

I also have a stack trace for you if that's helpful:

at Skender.Stock.Indicators.Cleaners.PrepareHistory(IEnumerable1 history)\r\n at Skender.Stock.Indicators.Indicator.GetEma(IEnumerable1 history, Int32 lookbackPeriod)\r\n at Skender.Stock.Indicators.Indicator.GetMacd(IEnumerable1 history, Int32 fastPeriod, Int32 slowPeriod, Int32 signalPeriod)\r\n at PT.Middleware.Indicators.GetIndicatorComposite(String symbol, String function, IEnumerable1 history, Int32 daysToCalculate) in C:\\Users\\linki\\Dev\\Pro-Trades\\Middleware\\Indicators.cs:line 55

I tried preparing it with the Cleaners class but it is still giving me the same exception. Please tell me what the fix is or otherwise fix this bug?

Thanks a bunch!

[DaveSkender]

Unit test shows it works, so the exception is catching something with your data, which is intended behavior, to help you troubleshoot.

if (history == null || !history.Any())
{
  throw new BadHistoryException("No historical quote provided.");
}

[GelLiNN]

I figured out what was going wrong. I was providing only 7 days of historical data, when the MACD indicator needs much more than that to compute effectively. I expanded it out to the last 100 days and it seems to be computing correctly. Thank you!

[DaveSkender]

Ah, yes. You'd have to provide at least 2×slowPeriod amount of data to get any results. And since MACD uses a smoothing technique, we recommend at least 200-250 extra data points for maximum precision. I'm taking a note to improve documentation and to perhaps add some additional indicator specific exceptions.

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