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[CDLLONGLINE] not consistent results in range query and in smaller steps

Open lwedel opened this issue 1 year ago • 0 comments

Hi Team,

High-level problem statement:

CDLLONGLINE method returns NOT consistent results while querying in two different ways.

  • The first way is to run the talib.execute on a large dataset
  • The second way is to run the talib.execute on a smaller dataset - where I am interested in the last result

Longer explanation:

  • I have two ways of approaching new indicators. One is for me to analyse the data set and calculate the potential results I got with them (backtesting)
  • The second one is to run it on real-life data
  • Before progressing further, I do a reconciliation - making sure that the production data and backtesting are generating the same signals and, to put it simply, it works.
  • While playing with indicator CDLLONGLINE I noticed this is not the case.

What am I missing here?

  • I tried to change the ranges of data I am passing to talib.execute
  • I tried to be 100% sure I am not messing my id's

Code example: https://pastebin.com/wHfmhT0n

lwedel avatar Sep 12 '23 05:09 lwedel