BB indicator has different output from TaLib for last 2 elements
hl200 opened this issue · 2 comments
hl200 commented
I compared talib.BBANDS vs talipp.indicators.BB output. observe the following differences:
- (Cosmetic) taLib has None for first few bars, while talipp omitted them. It would be nice if there is a member variable to indicate how many bars will be missing, for BB, I know it is period-1. but ideally it would be great to expose that as output
2 (Severe), talipp's last two value are diferrent from talib, it actually has one extra value than talib and orginal data source. so here is data I saw
<<input>>
original price [.. 284.77, 284.29, 283.99, 284.01, 283.97, 283.5 ]
<<output>>
talib.bb.middle [.. 284.79, 284.7 , 284.5 , 284.36, 284.21, 283.95 ]
talipp.bb.central[.. 284.79, 284.7 , 284.5 , 284.36, 284.21, 284.98, 285.84]
- Here is the code I am using
price = QQQ minute close for 9/20-9/21. (around 700 elements) the above output correspond to 9/21 before market close
upper, middle, low = talib.BBANDS(price, timeperiod = 5, nbdevup = 1 , nbdevdn = 1 , matype=MA_Type.SMA)
talippCB = BB(period=5 ,std_dev_multiplier=1, input_values=price).central_band
for bn in range(floor(len(price)/20)+1):
print (str(bn) + "th:" + " src vs Talib.middle vs TalippCentralBand")
b20 = bn*20
print (price[b20:b20+20])
print (middle[b20:b20+20])
print (talippCB[b20:b20+20])