Quote from: ironstove on September 10, 2013, 03:00:29 AM

Hi I'm having some problems with implementing certain functions on ta-lib

When I try to apply RSI(14), the RSI value does not correspond to my RSI(14) data that I am cross checking with bitcoincharts.

Same goes with the SMA, however I am having a separate problem with that as well, I am trying to calculate SMA(200) and I get 'undefined' as the returned value, however when I run SMA(100) and below, the value calculates fine, somewhere between 100 and 200, the function cannot handle calculating that many periods, I'm not sure if it is an issue with ta-lib or the cryptotrader back-end.

For now, I have found a workaround by recursively calculating the SMA, but the RSI(14) value I'm not sure how to fix, maybe I am inputting the parameters incorrectly?

I looked through the API but I could not find anything explaining in greater depth the relationship that the parameters have with the calculation, do you think maybe we could start a github project in order to create documentation and API guide?

Here is my code for RSI(14)

Code:

value = talib.RSI
   startIdx: 0
   endIdx: instrument.close.length-1
   inReal: instrument.close
   optInTimePeriod: 14
   context.RSI = _.last(value)

Not entirely sure what role the parameters play, like what would happen if I changed startIdx, endIdx (I have tried changing around the values and can't understand how it impacts calculations)? I'm not sure what inReal is/does either. Sorry, but I am strictly from an engineering background so not too familiar with terminology.

At first glance, the code is valid. In my understanding, the difference with bitcoincharts data can be caused by
using insufficient initialization data in our implementation. At this time, each "instrument" object is pre-initialized with an array of 100 market data values. While this is enough for most indicators such as EMA and probably for SMA(?), it may be not enough for some indicators. Thanks for reporting this, I'll look deeper into the issue and see what needs to be fixed.