matplotlib / mplfinance

Financial Markets Data Visualization using Matplotlib
https://pypi.org/project/mplfinance/
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PnF Reversal Bug #671

Open windsmurf opened 1 month ago

windsmurf commented 1 month ago

Hi,

Firstly thanks for this awesome resource. This is my first time contributing to GitHub (I have much to learn re. push / pull / commit etc. thats for another day) so please be kind.

BUG: I've been plotting pnf charts and experimenting with different reversal thresholds. Regardless of variable submitted (tried 1-9) I always produce the same graph. Have tried with differenet slices of my dataframe, different box sizes etc. and the same behavior occurs.

Expected behavior: Lower reversal thresholds should result in a noisier PnF chart. i.e more columns with less x's o's in the smallest.

Suspected Fix (I'm a noob so maybe way off): Suspect the issue lies in -utils.py, _pnf_calculator, rows 1373 & 1395 which appear to reset the reverse threshold basd on: current_level +- 3 boxsize, where I think it should be "current_level +-'reverse' boxsize", where reverse is passed into the function (row 1304 (default 3).

I think you may need to adjust with addition of "current reversal threshold" which calcs each time round the loop, based on retained reverse value (default 3) passed to the function as kwarg, if that makes sense?

Screenshot: image

Trust this is of value to the community. (In time I'll learn to contribute directly. One step at a time on my learning journey though...) Best W-Smurf