Alexander Trufanov
Alexander Trufanov
TA-Lib is older than Investopedia. It's better to refer to the Wilder's book as a source: https://media.indianpdf.com/visitors-uploaded/New-Concepts-In-Technical-Trading-Systems-J.-Welles-Wilfer-Jr-Read-Book-www.indianpdf.com_-Download-Online-Free.pdf The page 37 describes TR smoothing in ADX.
ADX in TA-Lib and in your lib are calculated differently. I explained you this difference. The question is: which of them calculate ADX correctly? It seems for me that TA-Lib's...
It doesn't match definition. You smoothment is: https://github.com/paris0120/numbers.ts/blob/0efc01709046a74c29391c86944f32d9918ac83c/src/index.ts#L612 ``` sum += this.value[i]; if (c >= period) { output.push(sum/period); sum -= sum / period; } ``` Which means when `c ==...
Not the same. TA-Lib's first prevTR at https://github.com/TA-Lib/ta-lib/blob/master/src/ta_func/ta_ADX.c#L484 is `(0.6699999999999875 + 0.29999999999998295 + 0.46999999999999886) - (0.6699999999999875 + 0.29999999999998295 + 0.46999999999999886)/4 + 0.20000000000001705 = 1.28` and yours `(0.6699999999999875 + 0.29999999999998295 +...
There is an example table of ADX calculation step by step in WIlder's book at page 42. https://media.indianpdf.com/visitors-uploaded/New-Concepts-In-Technical-Trading-Systems-J.-Welles-Wilfer-Jr-Read-Book-www.indianpdf.com_-Download-Online-Free.pdf The column 6 is current TR, Column 9 is smoothed TR(14 period)....
I wrote an article about that for my fork which is also valid for original TA-Lib: https://github.com/trufanov-nok/ta-lib-rt/wiki/Adding-new-TA-function
`gencode.exe` isn't launched in scope of a regular build process as it usually not needed. You need to execute it manually.
gencode is a tool which sources is a part of ta-lib project. It's not executed, but it's compiled during a build. If sourcecode was successfully compiled, gencode's binary should appear...
If you're able to build ta-lib with VS, I suppose you have opened a VS project file supplied with sourcecode? Like "ta-lib/c/ide/vs2012/lib_proj/ta_lib.sln"?
It's been a long time ago I didn't add any new indicators to ta-lib, so I need to recap with my own notes. It says: `... Ok, now we can...