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Weekly Result of Indicators are Not Correct

Open hmuhdkamran opened this issue 3 months ago • 4 comments

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,

image

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

hmuhdkamran avatar Apr 01 '24 02:04 hmuhdkamran