EMA always return 0.00
Chipsterjulien opened this issue · comments
Hello, i used your code with data and ... nothing works. For example EMA always gives 0
Volume: 870.19 Time: 2021-11-28T07:00:00 -> 2021-11-28T08:00:00
Open: 54377.42
Close: 54475.96
High: 54590.48
Low: 54173.81
Volume: 787.07 Time: 2021-11-28T08:00:00 -> 2021-11-28T09:00:00
Open: 54475.97
Close: 54515.61
High: 54636.65
Low: 54396.33
Volume: 985.20 Time: 2021-11-28T09:00:00 -> 2021-11-28T10:00:00
Open: 54515.60
Close: 54396.20
High: 54682.90
Low: 54231.92
Volume: 823.84 Time: 2021-11-28T10:00:00 -> 2021-11-28T11:00:00
Open: 54393.87
Close: 54335.80
High: 54475.00
Low: 54130.72
Volume: 765.69 Time: 2021-11-28T11:00:00 -> 2021-11-28T12:00:00
Open: 54335.80
Close: 54718.15
High: 54933.80
Low: 54184.60
Volume: 1028.53 Time: 2021-11-28T12:00:00 -> 2021-11-28T13:00:00
Open: 54718.15
Close: 54493.09
High: 54875.00
Low: 54425.27
Volume: 1030.39 Time: 2021-11-28T13:00:00 -> 2021-11-28T14:00:00
Open: 54493.10
Close: 54356.62
High: 54635.52
Low: 54263.16
Volume: 909.93 Time: 2021-11-28T14:00:00 -> 2021-11-28T15:00:00
Open: 54356.62
Close: 54274.20
High: 54396.33
Low: 54203.13
Volume: 777.66 Time: 2021-11-28T15:00:00 -> 2021-11-28T16:00:00
Open: 54274.20
Close: 54365.00
High: 54555.00
Low: 54029.99
Volume: 1130.34 Time: 2021-11-28T16:00:00 -> 2021-11-28T17:00:00
Open: 54365.00
Close: 54296.14
High: 54450.00
Low: 54169.84
Volume: 753.77 Time: 2021-11-28T17:00:00 -> 2021-11-28T18:00:00
Open: 54296.14
Close: 54188.43
High: 54373.00
Low: 53942.01
Volume: 1277.10 Time: 2021-11-28T18:00:00 -> 2021-11-28T19:00:00
Open: 54188.43
Close: 53896.37
High: 54287.25
Low: 53800.00
Volume: 1358.34 Time: 2021-11-28T19:00:00 -> 2021-11-28T20:00:00
Open: 53896.36
Close: 54108.99
High: 54186.17
Low: 53256.64
Volume: 2958.13 Time: 2021-11-28T20:00:00 -> 2021-11-28T21:00:00
Open: 54108.99
Close: 54617.85
High: 54967.50
Low: 54044.98
Volume: 2249.23 Time: 2021-11-28T21:00:00 -> 2021-11-28T22:00:00
Open: 54617.85
Close: 54918.51
High: 55149.99
Low: 54617.84
Volume: 1304.77 Time: 2021-11-28T22:00:00 -> 2021-11-28T23:00:00
Open: 54918.51
Close: 56273.23
High: 56390.00
Low: 54863.01
Volume: 3117.97 Time: 2021-11-28T23:00:00 -> 2021-11-29T00:00:00
Open: 56273.23
Close: 56029.82
High: 56729.72
Low: 56023.01
Volume: 2427.77 Time: 2021-11-29T00:00:00 -> 2021-11-29T01:00:00
Open: 56029.81
Close: 57274.88
High: 57445.05
Low: 56000.00
Volume: 3468.79 Time: 2021-11-29T01:00:00 -> 2021-11-29T02:00:00
Open: 57274.89
Close: 57765.73
High: 58000.15
Low: 57136.56
Volume: 3073.53 Time: 2021-11-29T02:00:00 -> 2021-11-29T03:00:00
Open: 57765.73
Close: 57639.76
High: 58242.09
Low: 57501.99
Volume: 2729.83 Time: 2021-11-29T03:00:00 -> 2021-11-29T04:00:00
Open: 57643.14
Close: 57309.25
High: 57715.42
Low: 57269.72
Volume: 1769.15 Time: 2021-11-29T04:00:00 -> 2021-11-29T05:00:00
Open: 57309.26
Close: 57359.02
High: 57426.95
Low: 57176.00
Volume: 1648.18 Time: 2021-11-29T05:00:00 -> 2021-11-29T06:00:00
Open: 57359.02
Close: 57249.58
High: 57642.93
Low: 57232.00
Volume: 1358.98 Time: 2021-11-29T06:00:00 -> 2021-11-29T07:00:00
Open: 57249.58
Close: 57325.75
High: 57384.99
Low: 57200.00
Volume: 801.75 Time: 2021-11-29T07:00:00 -> 2021-11-29T08:00:00
Open: 57325.76
Close: 57426.91
High: 57500.63
Low: 57309.65
Volume: 1002.85 Time: 2021-11-29T08:00:00 -> 2021-11-29T09:00:00
Open: 57426.92
Close: 57515.13
High: 57688.00
Low: 57390.00
Volume: 1047.27 Time: 2021-11-29T09:00:00 -> 2021-11-29T10:00:00
Open: 57512.17
Close: 57514.33
High: 57642.85
Low: 57455.08
Volume: 174.91]}
EMA output: 0.00
The code :
df := techan.NewTimeSeries()
for _, k := range *klines {
// opentime, open, high, low, close, volume
period := techan.NewTimePeriod(time.Unix(k.OpenTime/1000, 0), *duration)
candle := techan.NewCandle(period)
candle.OpenPrice = big.NewFromString(k.Open)
candle.ClosePrice = big.NewFromString(k.Close)
candle.MaxPrice = big.NewFromString(k.High)
candle.MinPrice = big.NewFromString(k.Low)
candle.Volume = big.NewFromString(k.Volume)
df.AddCandle(candle)
}
fmt.Println(df)
closePrices := techan.NewClosePriceIndicator(df)
movingAverage := techan.NewEMAIndicator(closePrices, 10) // Create an exponential moving average with a window of 10
fmt.Println("EMA output :" + movingAverage.Calculate(0).FormattedString(2))
@Chipsterjulien Hi!
I think the problem is in el Calculate call, as the window size is 10, the Calculate will return 0 from index 0 up to 9, as it has not enough data to fill the window.
Try this:
movingAverage.Calculate(9).FormattedString(2)If it does not work, take a look if you are adding the candles right. Seems they have to be added time-ordered.
@Chipsterjulien did you ever get this working?