Oleg Polakow

I’m more experienced with Numba than with Cython to be honest, but I can try to apply those changes locally to see if this is doable. I’m the creator behind...

@smjure I didn’t have time to experiment with this, unfortunately, partly because the performance is already satisfactory, but I’m still interested in this.

@rramin136 you need to provide a reproducible example with data, otherwise I see no issues with the crossovers. The only time when a crossover may not be generated is when...

@rramin136 no. The reason why some of your crossovers are not showed is because of the warmup period (moving average with a period of 100 days cannot generate any crossovers...

@rramin136 it's unusual to see a rolling window of 1, but it should generate the same values as the price. If you are able to pull the data and make...

@rramin136 can you plot both moving averages and mark the crossovers which haven't been generated?

@eelsk94 I'll take a look at it, will be back soon.

@eelsk94 can reproduce, crossovers are not generated properly when they are at two consecutive ticks. Fix is underway.

Fixed in 0.23.2.

https://github.com/polakowo/vectorbt/issues/78#issuecomment-753969170