TA-Lib / ta-lib-python

Python wrapper for TA-Lib (http://ta-lib.org/).
http://ta-lib.github.io/ta-lib-python
Other
9.78k stars 1.77k forks source link

ADX gives different results when more than necessary data #672

Open firebird631 opened 3 months ago

firebird631 commented 3 months ago

I explain,

I made many tests :

1) compute ADX 7 with just the lookback minimal size (2 x period - 1, it seems) 2) compute ADX 7 but with more input data (tried with different inputs size +5, +10 , +20 more samples...) 3) compute ADX 7 using stream_ADX version

Results are never the same, the more the input array is, different the results is (sensibly different but that means no signal or deferred signal).

When using stream_ADX after case 1) it is similar as using only case 1).

Is it something related to the computation of true range ? What could we do to normalize the behavior ?