Query on plus_di (and similar functions)

markcheno / go-talib

A pure Go port of TA-Lib (http://ta-lib.org)

MIT License

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Query on plus_di (and similar functions) #22

Closed icecolbeveridge closed 2 years ago

icecolbeveridge commented 2 years ago

https://github.com/markcheno/go-talib/blob/cd53a9264d70bedcff891f59bf153275f524c100/talib.go#L2500

Hello,

I wanted to check the maths on the DI implementation -- I think there might be an off-by-one error in how it's set up. I would expect the first values of prevTR and prevPlusDM to be the sum of the first (period) readings rather than the first (period - 1) -- otherwise these values are systematically under-weighted and (I believe) the ratio converges to the correct value more slowly.

It's more than possible that I've made an error or misunderstood, but thought I ought to flag it up.

Many thanks.

markcheno commented 2 years ago

There very well may be a bug, but I test the output against the official TaLib and it matches. Therefore I am hesitant to make any changes. Thanks for the heads up.

icecolbeveridge commented 2 years ago

Understood, thanks Mark.

On Sat, 12 Mar 2022 at 13:33, Mark Chenoweth @.***> wrote:

Closed #22 https://github.com/markcheno/go-talib/issues/22.

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