Stock.Indicators
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Weekly Result of Indicators are Not Correct
the problem
I am using Indicators, Super Trend, Connors RSI, Momentum and Dema, the return value of daily and monthly return accurate with trading view, while weekly result varies, I have attached the image it will elaborate it,
Sql Script
SELECT
fnl.symbol,
fnl.max_date AS date,
so_open.open AS open,
fnl.high,
fnl.low,
so_close.close AS close,
so_close.volume AS volume
FROM (
SELECT
sd.symbol,
MAX(sd.date) AS max_date,
MAX(sd.high) AS high,
MIN(sd.low) AS low
FROM stock_data sd
GROUP BY sd.symbol, strftime('%Y-%m-%W', sd.date)
) fnl
JOIN stock_data so_open ON so_open.date = fnl.max_date AND so_open.symbol = fnl.symbol
JOIN stock_data so_close ON so_close.date = fnl.max_date AND so_close.symbol = fnl.symbol
JOIN (
SELECT
symbol,
MAX(date) AS max_date
FROM stock_data
GROUP BY symbol, strftime('%Y-%m-%W', date)
ORDER BY max_date DESC
LIMIT 500
) recent_weeks ON recent_weeks.symbol = fnl.symbol AND recent_weeks.max_date = fnl.max_date
ORDER BY fnl.max_date ASC;
the data file is of sqlite SKL_SAZEW_1911.zip