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optional user selection of OHLC input to indicators

See original GitHub issue

calculating output of indicator can be depend to Open, High, Low or close . at this moment calculating indicators is on “Close” default . and it is not possible to calculate in other mode.

for example GetRSI method always calculated on close of candles. i see that it has implemented ConvertToBasic method and this one choose close defualt .

why not have input parameter source to choose ConvertToBasic parameter

Issue Analytics

  • State:closed
  • Created 2 years ago
  • Comments:8 (5 by maintainers)

github_iconTop GitHub Comments

1reaction
thomasd3commented, May 20, 2021

yes, I understand the need for history, but ultimately the SMA/EMA only need a decimal array, they don’t need the rest of the candle. So if I could do something like:

  • candle -> close array -> ema, or
  • candle -> (high-low)/2 + low -> ema etc it would give more flexibility; the same can be done with functions that require more than one stream. Ultimately, it is really about inserting an intermediate layer.
1reaction
thomasd3commented, May 20, 2021

an option could be to have the indicator taking streams of values that could be built by scanning the candles. For example an EMA just needs a price; so if you could have candles -> streambuilder -> ema you’d be able to use the data you want, including non candle sources such as a straight source or prices. right now the indicators imply that you have all the candle data available, but it is not useful in many cases

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